From | Nerissa Brown <[email protected]> |
To | [email protected] |
Subject | st: White's t-statistic |
Date | Wed, 23 Apr 2003 22:40:04 -0400 |
How do I calculate in Stata, White's heteroscedastic-consistent standard errors for each parameter estimate? I have found only the command for calculating the White's chi-square test statistic. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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