Many Stata estimation commands support alternative ways of estimating
standard errors. Three common methods are 1) robust standard errors (not to be
confused with robust regression), 2) bootstrap standard errors, and 3) jacknife
standard errors.
More text on this forthcoming
See Also
- Stata help and manuals
- Stata help for the
vce() option (also [R] vce_option) - More on robust option in
Stata help for
estimation options (also [U] 20.14 Obtaining robust variance estimates) - Stata help regarding
bootstrap (also [R] Bootsrap) - Stata help regarding
jacknife (also [R] Jacknife)
- Stata help for the
-
Stat Books for Loan- Bootstrapping: A Nonparametric Approach to Statistical Inference by
Christopher Mooney and Robert Duval - Monte Carlo
Simulation by Christopher Z. Mooney
- Bootstrapping: A Nonparametric Approach to Statistical Inference by