Statalist


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

RE: RE : Heteroskedasticity and fixed effects (was: st: RE: Re: Weak instruments)


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: RE : Heteroskedasticity and fixed effects (was: st: RE: Re: Weak instruments)
Date   Thu, 17 Jul 2008 16:27:49 -0400

Gaulé Patrick wrote:

>In both cases where is the harm in using robust standard errors and what's the point to test for heteroskedasticity?

In some cases (small to medium samples, generally) blindly applying sandwich estimates can cost you a really large amount of power. 

http://www.stat.tamu.edu/ftp/pub/rjcarroll/sandwich.pdf

JV

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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