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st: Statistical tests under heteroskedasticity

From   Lukas Borkowski <>
Subject   st: Statistical tests under heteroskedasticity
Date   Mon, 14 May 2012 12:02:14 +0200

Dear all,

I use Stata 11.2 and I want to run several statistical tests to analyse my regression results. In my regression, I use the -robust- option but now I became aware, that heteroskedasticity invalidates my statistical tests such as hypothesis tests as well. 

Is there a way to run the -ttest- and -testparm- commands under heteroskedasticity without invalidating their results?



Lukas Borkowski

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