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jmbejara
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jmbejara
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Robust Standard Errors in Fixed Effects Model (using Stata)

I'm trying to figure out the commands necessary to replicate the following table in Stata. This table is taken from Chapter 11, p. 357 of Econometric Analysis of Cross Section and Panel Data, Second Edition by Jeffrey M Wooldridge. Here I'm specifically trying to figure out how to obtain the robust standard errors (shown in square brackets) in column (2). I'm trying to do this in Stata. I was able to to get the conventional standard errors using the command

xtreg lpassen lfare ldist ldistsq y98 y99 y00, i(id) fe

. I was able to get column (1) with

xtreg lpassen lfare ldist ldistsq y98 y99 y00, i(id)

and the corresponding standard errors with

xtreg lpassen lfare ldist ldistsq y98 y99 y00, i(id) vce(robust)

. However, the command

xtreg lpassen lfare ldist ldistsq y98 y99 y00, i(id) fe vce(robust)

does not work for column (2). It gives results that are different from the book. Could someone explain how to obtain these standard errors in Stata?

Note that the data to go along with this question can be found here: https://mitpress.mit.edu/books/econometric-analysis-cross-section-and-panel-data Alternatively, you can load it directly into Stata using

use http://www.stata.com/data/jwooldridge/eacsap/airfare, clear

Wooldridge, Panel Book Table 11.1, 2nd Edition, p.357