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st: RE: Statistical tests under heteroskedasticity

From   Nick Cox <>
To   "''" <>
Subject   st: RE: Statistical tests under heteroskedasticity
Date   Mon, 14 May 2012 11:46:53 +0100

-ttest- has an option -unequal- which is clearly documented, but how it might relate to your regression results is not clear. 

-testparm- follows some model; if you decide the model was wrong, then you need to run a different model first. 


Lukas Borkowski

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?

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