how to estimate White's heteroscedasticity corrected t-value
Posted: Mon Mar 11, 2013 12:03 pm
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.
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.