[Gretl-users] Re: OLS Heteroskedasticity robust estimation with all variants - how consecutive set commands work

On Fri, 12 Mar 2021, Alecos Papadopoulos wrote: > 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) Is this useful? <hansl> open data4-1 --quiet list X = const sqft ols price X --quiet b = $coeff s = $stderr loop foreach i 0 1 2 3 3a     set hc_version $i     ols price X --quiet --robust     s = s ~ $stderr endloop print b print s </hansl> -------------------------------------------------------   Riccardo (Jack) Lucchetti   Dipartimento di Scienze Economiche e Sociali (DiSES)   Università Politecnica delle Marche   (formerly known as Università di Ancona)   r.lucchetti(a)univpm.it   http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/