st: Re: "White" standard errors

[Kit Baum <baum@bc.edu>]

On Thursday, Apr 24, 2003, at 02:33 US/Eastern, Nerissa wrote:

> 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.
Presuming you're using regression,

regress foo bar bar2 bar3, robust

Kit

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