Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: RE: Robust Standard Errors in Small Sample Sizes


From   "Swanquist, Quinn Thomas" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: RE: Robust Standard Errors in Small Sample Sizes
Date   Thu, 21 Jun 2012 18:20:49 +0000

Sorry, yes the Breusch-Pagan test indicates heteroskedasticity. So if that's the case, am I in the clear to use robust standard errors regardless of sample size?

Quinn Swanquist
[email protected]




-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Popick, Stephen J.
Sent: Thursday, June 21, 2012 2:12 PM
To: [email protected]
Subject: st: RE: Robust Standard Errors in Small Sample Sizes

Do you have an a priori reason for suspecting heteroskedasticity, or did you perform any such tests to check that returned statistically significant results?


-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Swanquist, Quinn Thomas
Sent: Thursday, June 21, 2012 2:08 PM
To: [email protected]
Subject: st: Robust Standard Errors in Small Sample Sizes

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
[email protected]





*
*   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/

*
*   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/





*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index