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Alright, but to build the homoscedastic model, if I multiply the original regression by the 1/sqr(variables) weight, will that give me coefficients that are BLUE? And again, I truly appreciate the help.

If I have 3 variables the model would be 1/square root(x1*x2*x3), correct? Also, I was wondering what the Newey-West output corrects because I believe my professor mentioned that the Newey West model automatically fixes something I'm just not sure if it is the coefficients. I really appreciate the h...

Hi,

I am in an econometrics class this semester, and we are working a lot with finding and fixing heteroskedasticity in regression models. I was wondering how to fix the coefficients once I run the White test and find there is heteroskedasticity. Any help would be greatly appreciated.

Thanks