Good morning,
How do I compute heteroskedasticy-robust F statistic for an OLS regression?
If I use reg with , robust (cluster)
are the t statistics obtained robust to heteroskedasticity or do I need another command?
Any help on this question will be appreciated (I have been looking at STATa help and FAQ files but I am still not clear on these distinctions)
Thanks
Carola
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/