not much detail here, but I suggest you start by
looking at the robust option for whatever estimator
you are using
Rich
Nerissa Brown wrote:
>
> How do I calculate in Stata, White's heteroscedastic-consistent standard
> errors for each parameter estimate? I have found only the command for
> calculating the White's chi-square test statistic.
*
* 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/
