Heteroscedasticity-Robust Standard Errors in Stata

How to implement heteroscedasticity-robust standard errors on regressions in Stata using the robust option and how to calculate them manually.

[@rudabaahmed2532]

What if the numbers are not the same?

[@salemgheit2293]

Remarkable as ever

[@chaojiwudi156]

Thanks for sharing!

[@JJ-hq1eu]

thank you!

[@aleksandrafidecka5006]

Can you explain what is the difference between White test and Glejser test? Huge thanks in advance!

[@sebastianwaiecon]

I haven't done the Glejser test, but my heteroscedasticity tests video includes the White Test.

[@yasserarafat7674]

How i can know Hetroskadisty for Gmn

[@tyhvionmacguinness5002]

I have a data set which consists of 7 variables and heteroskedasity, does this mean I have to calculate the robust SE for each individual independent variable?

[@sebastianwaiecon]

Yes, but if you use the robust option, Stata will do that for you.

[@CryMoarZ]

Hi fellow Economists