In STATA one can estimate a linear regression using the command regress. In this post I will present how to use the STATA function regress to run OLS on the following model
Tag Archives: STATA
Clustered Standard Errors in STATA
In STATA clustered standard errors are obtained by adding the option cluster(variable_name) to your regression, where variable_name specifies the variable that defines the group / cluster in your data. The summary output will return clustered standard errors. Here is the syntax:
regress x y, cluster(variable_name)
Below you will find a tutorial that demonstrates how to Continue reading Clustered Standard Errors in STATA
Robust Standard Errors in STATA
”Robust” standard errors is a technique to obtain unbiased standard errors of OLS coefficients under heteroscedasticity. In contrary to other statistical software, such as R for instance, it is rather simple to calculate robust standard errors in STATA. All you need to is add the option robust to you regression command. That is:
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