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Re: st: Eicker-white standard errors

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Eicker-white standard errors
Date   Wed, 16 Mar 2005 20:48:13 -0500

At 07:10 PM 3/16/2005 -0600, [email protected] wrote:
I am trying to estiamte a system of two equations where the error terms are correlated and the
coeficients of the regressors are also correlated. To do that I am using the Seemingly unrelated
regression code, sureg. However I need to report in my research the Eicker-White standard errors
and sureg just report me the standard standard errors.
How do I ask to report the Eicker-white standard errors in the case of seemingly unrelated regression?
That is the same as robust standard errors, right? I haven't tried it, but a solution was proposed in this thread from last year:

Richard Williams, Notre Dame Dept of Sociology
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