On Oct 21, 2005, at 9:51 AM, [email protected] wrote:
Hi,
Consider the following problem: I want to regress age on sex, but my
dataset was collected from four sites, so I'd like to control for
site. I
could do:
xi: reg age i.sex i.site
But graphical examination suggests that different sites had different
variances. What's the solution?
This probably exposes my ignorance, but why wouldn't using the robust
option work here? Heteroscedascity adjustments using White's
covariance consistent estimator is what I recommend, which here would
just be -xi: reg age i.sex i.site, robust-. Is there some reason why
that's not appropriate?
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