Hi,
I ran fixed effects regression on my panel data and found that heteroskedasticity and autocorrelation are present.
So I used xtreg- vce(robust). How can I explain the clustered robust standard errors, like how others mentioned using specific names; newey west/ Huber/White
Do I just mention clustered robust standard errors in my paper?
Thanks!
Related Posts with Clustered standard errors
Bootstrapping for logistic regression on imbalanced dataHi there, I've googled quite a bit but haven't quite figured out how to implement this in STATA. I …
Dealing with Product wise and Year wise firm dataI am working on a data that consists the following variables - firms, years and the product codes of…
Create several histograms same pictureHello, I would like to have several histograms in the same picture with the answers (inapplicable, …
Counterfactual decomposition issueHi all, I want to use counterfactual decomposition method with a binary dependent variable. I used …
error message when using XtgraphHello, I am currently having some issues using xtgraph that I haven't experienced before. When I us…
Subscribe to:
Post Comments (Atom)
0 Response to Clustered standard errors
Post a Comment