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Re: st: xtlogit, fe robust?
I think it is because in non-xt- commands the use of cluster() implies
estimation of robust standard errors. If you check other commands (e.g.,
-reg-) that is what it will say. However, cluster is not a required
option in most non -xt- commands. Hence, it is possible to use robust
without using cluster in most commands. Yet, for -xt- commands, i(),
which is the analog to cluster(), is required, so there is no need for the
robust option. That is my understanding.
Hope this helps.
On Tue, 23 Jul 2002, Anderson, Soren wrote:
> Hi. I'm looking for a quick (footnote) explanation for why there is no "robust" option for the fixed effects (conditional) logit -- i.e., why can't I estimate:
> xtlogit depvar indvars, fe i(id) robust ?
> I couldn't find anything in the manuals.
> Soren Anderson
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