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  • A question about confidence intervals in stata

    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)

  • #2
    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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    • #3
      Yes, they are symmetric. What Stata reports are Wald confidence intervals, and these are symmetric by construction.

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