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Re: st: White's t-statistic

From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: White's t-statistic
Date   Thu, 24 Apr 2003 08:23:49 -0400

not much detail here, but I suggest you start by
looking at the robust option for whatever estimator
you are using


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.
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