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- Fri Sep 16, 2011 2:18 am
- Forum: Estimation
- Topic: How to perform white's test in GLM
- Replies: 0
- Views: 1423
How to perform white's test in GLM
Since the dependent variable is a fraction between 0-1, I used GLM to run the regression. However I find that the regression results are different when I changed the covariance method from default to Huber/White. What is the meaning of choosing Huber/White covariance in GLM? How can I perform white'...