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st: Robust Standard Errors in Small Sample Sizes


From   "Swanquist, Quinn Thomas" <qswanqui@utk.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Robust Standard Errors in Small Sample Sizes
Date   Thu, 21 Jun 2012 18:08:19 +0000

I have a relatively small sample size (n=42) and find a statistically significant result using robust standard errors but no significance without robust standard errors. Is there a problem with using heteroskedasticity robust standard errors in small sample sizes?

Quinn Swanquist
qswanqui@utk.edu





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