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st: HC3 after wls

From   "Sergio R" <>
To   <>
Subject   st: HC3 after wls
Date   Tue, 27 May 2008 13:26:11 -0300


My hedonic model for a housing price index is a pooled cross sections 
(independents) with 13 dummy time entries (each one for a quarter year).
Stata 10 allow for the use of robust standard errors after weighted least 
squares (analitycal weight).
So I applied the robust option (HC3) after WLS. I think that´s correct, but 
I couldn´t find any support in the literature.
Does anyone know of any academic articles that support that form?
Statistically thinking, is the use of robust option after WLS correct?


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