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corrected White test output
Posted: Thu May 28, 2009 11:43 am
by yay.emet
how do I run a regression (obtain output) that is corrected for heteroskedascity (white correction)?
:D
Re: corrected White test output
Posted: Thu May 28, 2009 1:29 pm
by 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".
Re: corrected White test output
Posted: Thu May 28, 2009 10:42 pm
by yay.emet
thank you, appreciate your help (:
Re: corrected White test output
Posted: Sat May 30, 2009 6:53 am
by flash
Hello,
following the same issue, how do I run a regression with White corrected errors using the command line ?
Thanks in advance :)
Re: corrected White test output
Posted: Sat May 30, 2009 7:42 am
by trubador