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

Continue reading Linear Regression in STATA

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

Continue reading Linear Regression in STATA

Advertisements

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 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:

Advertisements

Advertisements