6/5/2023 0 Comments Stata 13 system requirementsThe vce() option specifies how to estimate the variance-covariance matrix (VCE) corresponding to the parameter estimates. Not all the options documentedīelow work with all xt estimation commands see the documentation for the particular estimation command. This entry describes the xt_vce_options, which are common to most xt estimation commands. ![]() Scale(x2|dev|phi|#) override the default scale parameter available only with population-averaged models Nmp use divisor N - P instead of the default N Vce(cluster clustvar) clustered sandwich estimator Vce(robust) Huber/White/sandwich estimator ![]() Vce(opg) outer product of the gradient (OPG) vectors ![]() Vce(oim) observed information matrix (OIM) Vce(vcetype) specifies the type of standard error reported, which includes types that are derived from asymptotic theory,that are robust to some kinds of misspecification, and that use bootstrap or jackknife methods see vce_options.Įstimation_cmd.
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