The parameter of the var model are insignificant and there exist the heteroskedasticity. What is the solution? I am not able to run var with robust std error in stata.
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The documentation for -var- shows vce(unadjusted) and vce(robust) as options, but only for StataNow. So, I assume the problem is that you have an older version of Stata that does not support the vce() option. Is that right? Thank you for clarifying.--
Bruce Weaver
Email: [email protected]
Version: Stata/MP 19.5 (Windows)
Crypticity belongs in crosswords, not code! 🤨
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