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st: RE: white heteroscedasticity
Tolga Aksoy,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Tolga Aksoy
> Sent: 28 March 2008 22:02
> To: [email protected]
> Subject: st: white heteroscedasticity
>
>
> Hello, I try to get white heteroscedasticity standard errors
> in my model. I know that "robust" command gives homoscedastic
> standard errors. But what is the difference between them? And
> mainly, how can i get white heteroscedasticity standard errors?
You've got things a bit confused. -robust- gives you the
Eicker-Huber-White-sandwich heteroskedastic-robust standard errors (as
you can see, the term has lots of variations) that you want.
As for the difference between these and the usual SEs, the Stata manuals
are a good place to start. Lots of textbooks and reference books cover
this as well, of course.
--Mark
>
>
>
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