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Re: st: Statistical tests under heteroskedasticity

From   David Hoaglin <>
Subject   Re: st: Statistical tests under heteroskedasticity
Date   Mon, 14 May 2012 07:04:52 -0400


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 <> 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
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