Gonzalo,
Quoting [email protected]:
> Dear All,
>
> Very basic question: anyone knows how can I correct for
> heteroscedasticity
> in a Fixed Effects Model?
If you use -areg- with the -robust- option, you can get heteroskedastic-
consistent standard errors.
--Mark
> Thanks a lot,
> Gonzalo Varela.
>
>
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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