For a simulation study, I need to compute OLS with plain std errors, and
with all versions of heteroskedasticity-robust std errors.
Do I go something like the following? (Essentially I want to know if the
next "set" command on the same thing overrides the previous or whether
the previous needs clearing first)
loop i = 1..100
ols Y Xlist
...
set hc_version 0
ols Y Xlist -- robust
...
set hc_version 1
ols Y Xlist -- robust
...
...
set hc_version 3a
ols Y Xlist -- robust
endloop
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web:
alecospapadopoulos.wordpress.com/
scholar:https://g.co/kgs/BqH2YU