Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Robust Standard Errors in Small Sample Sizes
From
"Swanquist, Quinn Thomas" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Robust Standard Errors in Small Sample Sizes
Date
Thu, 21 Jun 2012 18:08:19 +0000
I have a relatively small sample size (n=42) and find a statistically significant result using robust standard errors but no significance without robust standard errors. Is there a problem with using heteroskedasticity robust standard errors in small sample sizes?
Quinn Swanquist
[email protected]
*
* 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/