Hello everyone,
I want to replicate a study with a given data-set. The regression should be a feasible generalized least-square estimation with White heteroscedasticity robust standard errors (corrected for heteroscedasticity in a variable called "iid"). Now, if I run the STATA code:
reg depvar var1 var2 ... [weight=iid], robust
I dont get the same results as in the original study. Do i use the wrong command or what I am missing?
Thanks for your help, if you need additional info, please comment as well.
Cheers
Kurt
I want to replicate a study with a given data-set. The regression should be a feasible generalized least-square estimation with White heteroscedasticity robust standard errors (corrected for heteroscedasticity in a variable called "iid"). Now, if I run the STATA code:
reg depvar var1 var2 ... [weight=iid], robust
I dont get the same results as in the original study. Do i use the wrong command or what I am missing?
Thanks for your help, if you need additional info, please comment as well.
Cheers
Kurt
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