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Henry Strawforrd
Join Date:
Sep 2021
Posts:
228
#1
Formulas of the regs' standard errors
05 Nov 2022, 03:39
Where can I find the formulas that the different vce() in the reg command use? The help file does not seem to provide them.
Hemanshu Kumar
Join Date:
Mar 2015
Posts:
1548
#2
05 Nov 2022, 05:19
Start with
Code:
help vce_option
then click on the link for "View complete PDF manual entry", then follow the links from the
Methods and formulas
section there.
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Carlo Lazzaro
Join Date:
Apr 2014
Posts:
17851
#3
06 Nov 2022, 02:34
Henry:
see also -_robust- entry, same source.
Kind regards,
Carlo
(Stata 19.0)
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