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 * * 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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