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st: White's t-statistic


From   Nerissa Brown <nbrown@rhsmith.umd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: White's t-statistic
Date   Wed, 23 Apr 2003 22:40:04 -0400




How do I calculate in Stata, White's heteroscedastic-consistent standard
errors for each parameter estimate? I have found only the command for
calculating the White's chi-square test statistic.




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