Rubust standard errors

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annejo
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Joined: Sun Jun 28, 2015 3:31 am

Rubust standard errors

Postby annejo » Sun Jun 28, 2015 4:08 am

Dear all,

Does robust standard errors solves the problem of high skwewness and kurtosis in de data?



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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Rubust standard errors

Postby startz » Sun Jun 28, 2015 7:16 am

Dear all,

Does robust standard errors solves the problem of high skwewness and kurtosis in de data?
What problem is caused by skewness and kurtosis?
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