Transcription of Title stata.com robust — Robust variance estimates
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Title stata.com robust — Robust variance estimates
Robust variance estimatesSyntaxDescriptionOptionsRemarks and examplesStored resultsMethods and formulasReferencesAlso seeSyntaxrobustvarlist[if] [in] [weight] [, variance (matname) minus(#)strata(varname) psu(varname) cluster(varname) fpc(varname)subpop(varname) vsrs(matname) srssubpop zeroweight]robustworks with models that have all types of varlists, including those with factor variables and time-seriesoperators; see[U] Factor variablesand[U] Time-series ,aweights,fweights, andiweights are allowed; see[U] implement estimation commands and is rarely used. That is because other commandsare implemented in terms of it and are easier and more convenient to use. For instance, if all youwant to do is make your estimation command allow thevce( Robust )andvce(clusterclustvar)opt ions, see [R]ml.
variance(matname) specifies a matrix containing the unadjusted “covariance” matrix, that is, the D in V = DMD. The matrix must have its rows and columns labeled with the appropriate corresponding variable names, that is, the names of the x’s in x . If there are multiple equations,
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