how to estimate White's heteroscedasticity corrected t-value

[neptunhiker]

Hi everyone,

I am looking for a way to conduct a ols regression using White standard errors. I know how to use the interface option, but I would like to include it in a program.

Does anyone have an idea?

Thanks a lot in advance for help.

[EViews Gareth]

Estimate it via the interface, then click on View->Representations. One of the lines in the representations view gives you the command line form. You can then copy and paste it into your program, etc...

[EViews Esther]

As an example,

Code: Select all

equation e1.ls(cov=white) x1 x2

will generate an equation object which contains white heteroskedasticity-consistent standard errors.

[neptunhiker]

yes, thank you very much, that worked. Great help!