请求各位帮助：reg后面加vce(hc3)和robust有什么不同，应该信任哪个结果？另外，robus

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

请求各位帮助：reg后面加vce(hc3)和robust有什么不同，应该信任哪个结果？另外，robust之后P值为缺失值是什么原因？

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：robust bust Rob BUS OBU

they are different way to handle the reg model misspecification.  hc3 may be more conservative than robust claim to be better by the authors.  In small sample, it seems better to use hc3.  for large sample, not sure, not sure if make much difference between thes two.

I don't know what do you mean missing p-value.  I saw missing F value before, it is because the F value is too big to display by stata.

jjjj6666 发表于 2014-2-17 23:25
they are different way to handle the reg model misspecification.  hc3 may be more conservative than  ...

thank you!!!太感谢了。