SUREGR: Stata module to calculate robust, or cluster-robust variance after sureg

Gueorgui Kolev

Statistical Software Components from Boston College Department of Economics

Abstract: Stata's sureg fits seemingly unrelated regressions by generalised least squares. However sureg cannot estimate robust or cluster-robust variance matrix and standard errors for the parameter estimates. The suregr routine computes robust or cluster-robust covariance matrix estimates after sureg.

Language: Stata
Requires: Stata version 11
Keywords: SUR; sureg; robust; cluster-robust (search for similar items in EconPapers)
Date: 2021-04-20
Note: This module should be installed from within Stata by typing "ssc install suregr". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/suregr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/suregr.sthlp help file (text/plain)

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