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Xtlogit Robust Standard Errors

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Xtlogit Robust Standard Errors. All you need to is add the option robust to you regression command. Huber-White standard errors assume is diagonal but that the diagonal value varies while other types of standard errors eg.

How To Analyse Using Clusters Statalist
How To Analyse Using Clusters Statalist from www.statalist.org

The XTX 1 on each side. Hence it is possible to use robust without using cluster in most commands. Stata reports the intraclass correlation as 0636.

Standard errors in Stata correspond to what sandwich from the package of the same name computes.

They are crucial in determining how many stars your table gets. Replicating the results in R is not exactly trivial but Stack Exchange provides a solution see replicating Statas robust option in R. If you check other commands eg -reg- that is what it will say. However when misspecification is bad enough to make classical and robust standard errors diverge assuming that it is nevertheless not so bad as to bias everything else requires considerable optimism.

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