This might sound stupid but I need to clarify this for my
understanding. Stata seems to offer correction of standatd error for
robust regression. (Option robust in OLS). Also rreg is a robust
regression command. This uses ML estimator. So if you find
heteroskedasticity in the data, which one do u use? and which is
reliable. Can someone point me to the theory and the math behind this
question too.
Thanks
Sriram
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