corrected White test output

[yay.emet]

how do I run a regression (obtain output) that is corrected for heteroskedascity (white correction)?

:D

[trubador]

Open the equation dialog (Quick/Estimate Equation) and specify your model (e.g. y c x1 x2). Then go to the "Options" tab and check the "Heteroskedasticity Consistent Covariance". The default is "White", so when you estimate your equation, standard errors in your output will be computed using "White's Covariance Estimator".

[yay.emet]

thank you, appreciate your help (:

[flash]

Hello,

following the same issue, how do I run a regression with White corrected errors using the command line ?

Thanks in advance :)

[trubador]

Code: Select all

equation eq1.ls(h) y c x1 x2