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Re: Two faces of misspecification in maximum likelihood: Heteroskedasticity and robust standard errors

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Hello Joro,

This is what is referred to as factor variable notation. If in the command window you type :

help factor variables

you will see some information about this. Also you can go from the help file to a more complete discussion in the pdf documentation, clicking on the blue link underneath the title of the help file.

There is also an FAQ that touches on this from a different perspective

http://www.stata.com/support/f...


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