Suing the "cluster" option in the econometrics package Stata®, the fully robust standard errors for pooled OLS estimates in Table 14.2--that is, robust to serial correlation and heteroskedasticity in the composite errors, {vit: t = 1, ...., T}--are obtained as

(i) How do these standard errors generally compare with the nonrobust ones, and why?
(ii) How do the robust standard errors for pooled OLS compare with the standard errors for RE? Does it seem to matter whether the explanatory variable is time-constant or time-varying?

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eaper set β"wrzrd) .026, and se( A," .027.