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| From | Nick Cox <n.j.cox@durham.ac.uk> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | st: RE: Statistical tests under heteroskedasticity |
| Date | Mon, 14 May 2012 11:46:53 +0100 |
-ttest- has an option -unequal- which is clearly documented, but how it might relate to your regression results is not clear. -testparm- follows some model; if you decide the model was wrong, then you need to run a different model first. Nick n.j.cox@durham.ac.uk Lukas Borkowski I use Stata 11.2 and I want to run several statistical tests to analyse my regression results. In my regression, I use the -robust- option but now I became aware, that heteroskedasticity invalidates my statistical tests such as hypothesis tests as well. Is there a way to run the -ttest- and -testparm- commands under heteroskedasticity without invalidating their results? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/