White's estimator equation
Posted: Fri Sep 14, 2012 8:30 pm
Hello!
I am running the White's heteroscedastic-consistant estimator in a simple linear regression Y= a+bX X being a dummy variable. I wanted to know what equation is using White, I looked on the internet and have trouble understanding well, I am writing a paper and try to justify the use of White!
Thank you for your help.
I am running the White's heteroscedastic-consistant estimator in a simple linear regression Y= a+bX X being a dummy variable. I wanted to know what equation is using White, I looked on the internet and have trouble understanding well, I am writing a paper and try to justify the use of White!
Thank you for your help.