st: Robust standard errors

[Cordula Stolberg <cs32@sussex.ac.uk>]

Dear all,

I have a really basic question (I think):
I'm working with panel data and have a regression that "collpased" into 
pooled OLS. I then tested for heteroskedasticity and corrected for it with 
robust standard errors, as the test (imtest, white) detected 
heteroskedasticity. When I then did the test again (after having used 
robust standard errors), I got exactly the same test result, i.e. there was 
heteroskedasticity. Does anyone know what that means & what I can / should 
do about that?

Thanks for your help,
Cordula
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