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st: RE: RE: Robust Standard Errors in Small Sample Sizes
From
"Swanquist, Quinn Thomas" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: RE: Robust Standard Errors in Small Sample Sizes
Date
Thu, 21 Jun 2012 18:20:49 +0000
Sorry, yes the Breusch-Pagan test indicates heteroskedasticity. So if that's the case, am I in the clear to use robust standard errors regardless of sample size?
Quinn Swanquist
[email protected]
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Popick, Stephen J.
Sent: Thursday, June 21, 2012 2:12 PM
To: [email protected]
Subject: st: RE: Robust Standard Errors in Small Sample Sizes
Do you have an a priori reason for suspecting heteroskedasticity, or did you perform any such tests to check that returned statistically significant results?
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Swanquist, Quinn Thomas
Sent: Thursday, June 21, 2012 2:08 PM
To: [email protected]
Subject: st: Robust Standard Errors in Small Sample Sizes
I have a relatively small sample size (n=42) and find a statistically significant result using robust standard errors but no significance without robust standard errors. Is there a problem with using heteroskedasticity robust standard errors in small sample sizes?
Quinn Swanquist
[email protected]
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