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st: RE: Statistical tests under heteroskedasticity
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
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
[email protected]
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?
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