Dear Tolga,
following Prof. Shaffers'suggestion, I take the liberty to refer you to the
following textbooks, which I have found very useful and clear (I am a health
economist who is currently trying to increase his basic knowledge of
econometrics):
G. Koop. Introduction to econometrics. Chichester: John Wiley & Sons, 2008:
pp 121-171.
CF. Baum. An Introduction to Modern econometrics Using Stata. College
Station: StataPress, 2006: 133-160.
Kind Regards and enjoy your W_E,
Carlo
-----Original message-----
Tolga Aksoy,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Tolga Aksoy
> Sent: 28 March 2008 22:02
> To: [email protected]
> Subject: st: white heteroscedasticity
>
>
> Hello, I try to get white heteroscedasticity standard errors
> in my model. I know that "robust" command gives homoscedastic
> standard errors. But what is the difference between them? And
> mainly, how can i get white heteroscedasticity standard errors?
You've got things a bit confused. -robust- gives you the
Eicker-Huber-White-sandwich heteroskedastic-robust standard errors (as
you can see, the term has lots of variations) that you want.
As for the difference between these and the usual SEs, the Stata manuals
are a good place to start. Lots of textbooks and reference books cover
this as well, of course.
--Mark
>
>
>
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