Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: White's t-statistic

From   Richard Goldstein <>
Subject   Re: st: White's t-statistic
Date   Thu, 24 Apr 2003 08:23:49 -0400

not much detail here, but I suggest you start by
looking at the robust option for whatever estimator
you are using


Nerissa Brown wrote:
> 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:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index