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  • Cluster-robust standard deviation?

    I have a very simple situation. I am estimating the mean of a reasonably normal variable, Rto, where each sampled unit unit contributes two measurements, one from each of two locations. The errors are cluster-robust.How can I get a robust standard deviation from the Robust SE? I want to pull the "meat" out of the sandwich. -

    mean Rto, vce(cluster CaseNo)

    Mean estimation Number of obs = 4,962

    (Std. err. adjusted for 2,481 clusters in CaseNo)
    --------------------------------------------------------------
    | Robust
    | Mean std. err. [95% conf. interval]
    -------------+------------------------------------------------
    Rto | 4.064 .0236 4.018 4.111
    --------------------------------------------------------------
    Last edited by Greg Petroski; 06 Nov 2024, 15:43.

  • #2
    it's stored in e(sd).

    ereturn list

    matrix list e(sd)

    Comment


    • #3
      Thank you.

      Comment

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