viewtopic.php?f=4&t=9895 <-- this is question I asked regarding probit model with clustered standard error.
I want to ask whether 'White by period' in eviews produces same standard error with clustered standard error by firm.
If there is anyone who knows this well, please let me know!! :)
Search found 3 matches
- Mon Apr 07, 2014 5:10 pm
- Forum: Estimation
- Topic: I want to use clustered standard error in eveiws.
- Replies: 3
- Views: 2934
- Mon Apr 07, 2014 7:00 am
- Forum: Estimation
- Topic: I want to use clustered standard error in eveiws.
- Replies: 3
- Views: 2934
I want to use clustered standard error in eveiws.
Hello everybody~ I am now making my master thesis. My data is panel data and I use probit estimation. In order for my data set to be robust to heteroscedasticity, I try to estimate OLS with clustered standard errors(Rogers standard errors). if I estimate using OLS model, there is White period(Panel ...
- Tue Apr 01, 2014 11:19 pm
- Forum: Estimation
- Topic: Probit estimation with clustered standard errors
- Replies: 1
- Views: 2437
Probit estimation with clustered standard errors
Hello everybody~ I am now making my master thesis. My data is panel data and I use probit estimation. In order for my data set to be robust to heteroscedasticity, I try to estimate probit with clustered standard errors(Rogers standard errors). However, in estimating probit model, eviews only provide...