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  • standard errors

    Is Stata's default robust SE:

    HTML Code:
     ,robust or ,vce(robust)
    heteroskedasticity-robust standard errors?

  • #2
    Yes, it is.

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    • #3
      Sevilla:
      if you refer to -xtreg- (instead of -regress-), please note that both -robust- and -vce(cluster clusterid)- options do the very same job (i.e., they take both heteroskedastcity and/or autocorrelation into account).
      Kind regards,
      Carlo
      (Stata 19.0)

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