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st: Re: rvfplot and heteroskedasticity
Patricia wrote:
My estimation has heteroskedasticity problems. After
correcting the standard erros with -robust-, the graph
after -rvfplot- shows the same pattern. How can I see
the heteroskedasticity problem has been solved?
As far as I understand it, at least in the context of OLS regression,
heteroskedasticity produces incorrect standard errors which in turn yield
wrong t-statistics. -robust- solves the calculation of correct standard
errors and therefore produce correct t-statstics, and not the
heteroskedasticity itself.
If your dep var has many positive values, you might want to "log it" (gen
newdep = LN(dep)) to reduce the amount of heteroskedasticity.
HTH
Christer
----- Original Message -----
From: "Celia Patricia Vera" <[email protected]>
To: <[email protected]>
Sent: Sunday, November 25, 2007 7:20 AM
Subject: st: rvfplot and heteroskedasticity
Hi all,
My estimation has heteroskedasticity problems. After
correcting the standard erros with -robust-, the graph
after -rvfplot- shows the same pattern. How can I see
the heteroskedasticity problem has been solved?
Thanks for your attention,
Patricia.
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