Hello,
I performed a regression and I have the problem of heteroscedasticity which is why I applied the term , robust at the end of my regression. However, I would like to understand what stata does in order to calculate the robust standard errors. Can someone provide me with the formula behind it and please not written in Matrix form. I am simply running a regression without any independent variables so I only get the constant (Yes, I am only interested in the constant and in its t-value which is why I would like to understand the standard error better). Thank you!
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