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  • regress rob, regression model with robust std. errors

    Dear community!

    I have a model with the violation the assumption about homoscedasticity. So first i run the normal model and then i run the regression with robust std. errors to handle with heteroscedasticity.
    My question is: what exactly STATA do by calculation of these new robust std. errors?

    Thanks for help in advance

  • #2
    Welcome to Statalist.

    You have accidentally posted your topic in Statalist's Mata Forum, which is used for discussions of Stata's Mata language, which is different than Stata's command language, and different than Stata's matrix commands. Your question will see a much larger audience if you post it in Statalist's General Forum.

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