Regression commands store the variance covariance matrix. The standard errors of the coefficients are the square roots of the diagonal elements of that matrix, and that is what the line -mat se= vecdiag(cholesky(diag(vecdiag(e(V)))'- does. Now, you can also just store the diagonal elemen...
[18], a regression framework for a sharp RD design is as follows:(1)Yi=α+βPi,t+φg(Zi,t)+δPi,t∙g(Zi,t)+Xi,t′γ+εi,t Here, Yi is the outcome of interest, namely the log of new COVID-19 infections and deaths, enabling the coefficients to be interpreted in terms of...
8 bootstrap — Bootstrap sampling and estimation Regression coefficients Example 1 Let's say that we wish to compute bootstrap estimates for the standard errors of the coefficients from the following regression: . use http://www.stata-press.com/data/r15/auto (1978 Automobile Data) . regress ...
Another key variable when the model is used to analyze the effect of energy policies is the lagged dependent variable, whose role and interpretation is discussed in 4.2 Structure of the econometric model, 4.3 Econometric issues and estimation technique, 5.2 Interpretation of the policy coefficients, ...