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st: Heteroskedasticity-robust F statistic and t statistic


From   Carola Herrera <[email protected]>
To   [email protected]
Subject   st: Heteroskedasticity-robust F statistic and t statistic
Date   Thu, 28 May 2009 13:24:07 -0700 (PDT)

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


      

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