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Hey guys, my friend keeps telling me that Feasible Generalized Least Squares is better than using Whites HSK
consistent standard errors. Can someone tell me the difference between the two or why FGLS is better? Because I was going to use Whites for my assignment but he told me to use FGLS

Ummm.. I'm not sure, but basically I did a Heteroskedasticity BreuschPagan test and got the regression and now I'm supposed to transform the regression using the FGLS to get a better fit/lower standard errors of the coefficients. Hope that made sense :? Edit: Oh and I concluded that Heteroskedastici...

Hi, I can't seem to find out how to re-estimate a model using Feasible Generalized Least Squares, could someone please care to explain how it's performed? It would be greatly appreciated. Thanks!