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Linear models and related using Stata: More speed and more inference

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  • Enrique Pinzón

    (StataCorp LLC)

Abstract

In the last three releases, we have upgraded the most commonly used linear models in Stata, namely, areg, regress, and xtreg, fe. Some of the improvements are for speed and convenience. Some have added new options to compute valid standard errors and confidence intervals for cases in which traditional computations will underperform. And some have added estimators that leverage this technology. In this talk, I will go through these upgrades and present the theoretical results that motivate them.

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Handle: RePEc:boc:chin25:01
as

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File URL: http://repec.org/chin2025/China25_Pinzon.pdf
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