White standard errors

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enilorac
Posts: 8
Joined: Mon Nov 13, 2017 1:01 pm

White standard errors

Postby enilorac » Mon Nov 13, 2017 2:00 pm

Hello,
I have to work with Eviews for a course in university (for the first time).

The first one was not a problem, but the regressiono with white standard errors doesn't work/I can't figure it out after trying it for hours.

Run regression for the whole sample: (*) log(gsp) = a + b_1*log(emp) +
b_2*log(p_cap). Report estimation results (print screen etc.) and analyze them.

Run the above regression again using White standard errors.

This is the way I tried it:

Quick -> Estimate Equation -> this is my specification: loggsp c logemp logp_cap -> estimation settings: ROBUSTLS -> then I want to change the options, but there is no field, where I can choose "Heteroskedasticity Consistent Covariance" or White or something like that.. Did I choose the right fields? What do I have to change?

The data are panel data (years from 1970-1986 in 48 different states). I hope you have enough information to help me!

I'm really desperated and I hope someone can help me! Thanks a lot in advance! :)

EViews Gareth
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Re: White standard errors

Postby EViews Gareth » Mon Nov 13, 2017 2:15 pm

Use Least Squares, not Robust LS.
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enilorac
Posts: 8
Joined: Mon Nov 13, 2017 1:01 pm

Re: White standard errors

Postby enilorac » Mon Nov 13, 2017 2:19 pm

Thanks. But where can I choose the white standard errors than?

EViews Gareth
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Re: White standard errors

Postby EViews Gareth » Mon Nov 13, 2017 2:54 pm

The options tab.
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enilorac
Posts: 8
Joined: Mon Nov 13, 2017 1:01 pm

Re: White standard errors

Postby enilorac » Mon Nov 13, 2017 11:28 pm

Image
Image

Where?

EViews Gareth
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Re: White standard errors

Postby EViews Gareth » Mon Nov 13, 2017 11:34 pm

Coef covariance
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enilorac
Posts: 8
Joined: Mon Nov 13, 2017 1:01 pm

Re: White standard errors

Postby enilorac » Mon Nov 13, 2017 11:37 pm

Image

which one?

EViews Gareth
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Re: White standard errors

Postby EViews Gareth » Tue Nov 14, 2017 9:30 am

Which ever one you want. Since you want White, it would be one of the White ones.
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