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Are Stata ols and panel regression confidence intervals symmetric around the estimated value with standard options for any data? Specifically for these commands:
reg y x i.dummy , robust cluster(grp)
Yes, they are, which you could also easily verify. Please also note the use of old syntax for -regress-. This is the modern way of requesting cluster robust variance estimates.
Code:
regress y ...., vce(cluster clusterid)
But I have to ask, why does it matter if the CI is symmetric or not?
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