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7:02
YouTube
Mike Crowson
Linear regression in Stata with heteroskedasticity-consistent standard errors
This video provides a demonstration of how to generate robust standard errors and test statistics for regression estimates when performing linear regression in Stata. In particular, I demonstrate how to request the HC3 estimator for the standard errors, which can be a useful way of dealing with the potential biasing effects of ...
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Mar 5, 2021
Homoscedasticity and heteroscedasticity Definition
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