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| From | Nick Cox <njcoxstata@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: RE: Robust Standard Errors in Small Sample Sizes |
| Date | Thu, 21 Jun 2012 19:26:47 +0100 |
What does "in the clear" mean here? From what you say, you only get statistically significant results if you make specific assumptions about the error term. Sounds like a very fragile model to me. I think even experts in your field, whatever it is, would want more context (there is not really any context here) to comment. Nick On Thu, Jun 21, 2012 at 7:20 PM, Swanquist, Quinn Thomas <qswanqui@utk.edu> wrote: > Sorry, yes the Breusch-Pagan test indicates heteroskedasticity. So if that's the case, am I in the clear to use robust standard errors regardless of sample size? Popick, Stephen J. > Do you have an a priori reason for suspecting heteroskedasticity, or did you perform any such tests to check that returned statistically significant results? Swanquist, Quinn Thomas > 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? * * 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/