Many Stata estimation commands support alternative ways of estimating standard errors. Three common methods are 1) robust standard errors (not to be confused with robust regression), 2) bootstrap standard errors, and 3) jacknife standard errors.
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- Stata help and manuals
Stat Books for Loan
- Bootstrapping: A Nonparametric Approach to Statistical Inference by Christopher Mooney and Robert Duval
- Monte Carlo Simulation by Christopher Z. Mooney