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| From | David Hoaglin <dchoaglin@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Statistical tests under heteroskedasticity |
| Date | Mon, 14 May 2012 07:04:52 -0400 |
Lukas, What is the nature of the heteroskedasticity? What do the various regression diagnostics show? How is your analysis taking the heteroskedasticity into account? David Hoaglin On Mon, May 14, 2012 at 6:02 AM, Lukas Borkowski <LukasBork@hotmail.com> wrote: > 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? > > Regards, > > Lukas * * 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/