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Standard error of the residuals with vce(robust)
Standard error of the residuals with vce(robust)

Hi All,

I am interested in getting the standard error of the residuals after using regress with vce(robust). The predict stdr option is not available after using vce(robust). Effectively I am after sigma_i which varies from observation to observation when using vce(robust).

Any help will be appreciated.

Regards, Eddie

BJ Data Tech Solution

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Standard error of the residuals with vce(robust)

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Home / Data Cleaning / Data management / Data Processing / Standard error of the residuals with vce(robust) Standard error of the residuals with vce(robust)

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