I see no Latin here. The root elements of heteroscedasticity are Greek
words.
Nick
[email protected]
DE SOUZA Eric replied to Austin Nichols
Ah--interesting, and I applaud the terminology change! Robust is
certainly an ambiguous description, as is sandwich, whereas het-robust
and cluster-robust are fairly specific (esp. when combined with a
reference to the literature). Maybe new vce() term hrobust or
hetrobust? Please don't make us spell out heteroskedasticity... ;)
McCulloch, J.H. 1985. "On Heteros*edasticity." Econometrica 53(2): 483.
http://www.jstor.org/stable/1911250
Pace McCulloch, in Classical Latin the "g" is hard and the "c" sounds
like "k".
Although in Ecclesiastical Latin, the "g" is soft and the c has a "ch"
sound.
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