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st: Bootstrap/Robust Standard Errors


From   Tinna <[email protected]>
To   [email protected]
Subject   st: Bootstrap/Robust Standard Errors
Date   Mon, 2 Jan 2006 15:25:34 -0500

Dear Statalisters,

A White test has revealed heteroscedastic SEs.
Can I use either -vce(robust)- or -vce(bootstrap)- in that incidence?
My understanding (after an internet search) is that both correct
biases in SEs due to heteroscedasticity in the error structure. Is one
more appropriate then the other?

Thanks
Tina

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