Hi. I have this dataset where my F-statistic is 3.47. However, the model fails the White test for heteroskedastic residuals, so I a run a VCE robust regression. Now my F-statistic is only 0.92 (P-vlue: 0.4996).
Is this a problem for the further analysis? Do I interpret this F-statistic in my robust regression the same way as in the "regular" regression?
I'm not trying to find an "appreciate" model for some forecasting, etc. The goal is to perform various other hypothesis testing.
Is this a problem for the further analysis? Do I interpret this F-statistic in my robust regression the same way as in the "regular" regression?
I'm not trying to find an "appreciate" model for some forecasting, etc. The goal is to perform various other hypothesis testing.
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