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Re: st: RE: Statistical tests under heteroskedasticity
From
Lukas Borkowski <[email protected]>
To
[email protected]
Subject
Re: st: RE: Statistical tests under heteroskedasticity
Date
Mon, 14 May 2012 12:57:11 +0200
Thanks for your reply. Just to get it clear: Does it mean that when I run a model using the -robust- option, -testparm- will use the same heteroskedastic-consistent standard errors as in the regression?
Am 14.05.2012 um 12:46 schrieb Nick Cox:
> -ttest- has an option -unequal- which is clearly documented, but how it might relate to your regression results is not clear.
>
> -testparm- follows some model; if you decide the model was wrong, then you need to run a different model first.
>
> Nick
> [email protected]
>
> Lukas Borkowski
>
> I use Stata 11.2 and I want to run several statistical tests to analyse my regression results. In my regression, I use the -robust- option but now I became aware, that heteroskedasticity invalidates my statistical tests such as hypothesis tests as well.
>
> Is there a way to run the -ttest- and -testparm- commands under heteroskedasticity without invalidating their results?
>
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