| 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. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/