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st: Re: "White" standard errors


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: "White" standard errors
Date   Thu, 24 Apr 2003 10:55:29 -0400

On Thursday, Apr 24, 2003, at 02:33 US/Eastern, Nerissa 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.

Presuming you're using regression,

regress foo bar bar2 bar3, robust

Kit

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