hreg

Stata sg17: Regression standard errors in clustered samples. Stata’s hreg, hlogit and hprobit commands estimate regression, maximum-likelihood logit, and maximum-likelihood probit models based on Huber’s (1967) formula for individual-level data and they produce consistent standard errors even if there is heteroscedasticity, clustered sampling, or the data is weighted.


References in zbMATH (referenced in 15 articles )

Showing results 1 to 15 of 15.
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  1. Schröder, David: The role of market efficiency on implied cost of capital estimates: an international perspective (2020)
  2. Hansen, Bruce E.; Lee, Seojeong: Asymptotic theory for clustered samples (2019)
  3. Heine, Florian; Sefton, Martin: To tender or not to tender? Deliberate and exogenous sunk costs in a public good game (2018)
  4. Parente, Paulo M. D. C.; Santos Silva, João M. C.: Quantile regression with clustered data (2016)
  5. Chakraborty, Hrishikesh; Lyons, Genevieve: Cluster randomized trials: considerations for design and analysis (2015)
  6. Anthony, Christopher J.; DiPerna, James Clyde; Amato, Paul R.: Divorce, approaches to learning, and children’s academic achievement: a longitudinal analysis of mediated and moderated effects (2014) MathEduc
  7. Engle, Robert; Mistry, Abhishek: Priced risk and asymmetric volatility in the cross section of skewness (2014)
  8. Iachine, Ivan; Petersen, Hans Chr.; Kyvik, Kirsten O.: Robust tests for the equality of variances for clustered data (2010)
  9. Harrison, Glenn W.; Rutström, E. Elisabet: Expected utility theory and prospect theory: One wedding and a decent funeral (2009)
  10. Brosig, Jeannette; Reiß, J. Philipp: Entry decisions and bidding behavior in sequential first-price procurement auctions: an experimental study (2007)
  11. Kirchkamp, Oliver; Nagel, Rosemarie: Naive learning and cooperation in network experiments (2007)
  12. Güth, Werner; Müller, Wieland; Spiegel, Yossi: Noisy leadership: An experimental approach (2006)
  13. Kirchkamp, Oliver; Moldovanu, Benny: An experimental analysis of auctions with interdependent valuations (2004)
  14. Frazis, Harley; Loewenstein, Mark A.: Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables (2003)
  15. Karaca-Mandic, Pinar; Train, Kenneth: Standard error correction in two-stage estimation with nested samples (2003)