Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: white heteroscedasticity


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: white heteroscedasticity
Date   Sat, 29 Mar 2008 11:41:42 -0000

Tolga Aksoy,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Tolga Aksoy
> Sent: 28 March 2008 22:02
> To: statalist@hsphsun2.harvard.edu
> Subject: st: white heteroscedasticity
> 
> 
> Hello, I try to get white heteroscedasticity standard errors 
> in my model. I know that "robust" command gives homoscedastic 
> standard errors. But what is the difference between them? And 
> mainly,  how can i get white heteroscedasticity standard errors?

You've got things a bit confused.  -robust- gives you the
Eicker-Huber-White-sandwich heteroskedastic-robust standard errors (as
you can see, the term has lots of variations) that you want.

As for the difference between these and the usual SEs, the Stata manuals
are a good place to start.  Lots of textbooks and reference books cover
this as well, of course.

--Mark


> 
> 
>       
> ______________________________________________________________
> ______________________
> Special deal for Yahoo! users & friends - No Cost. Get a 
> month of Blockbuster Total Access now 
> http://tc.deals.yahoo.com/tc/blockbuster/text3.com
> 
> *
> *   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/
> 

-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index