Good evening everyone! I am working on a sample comprising about 17,000 observations (1 year and 17 firms). Unfortunately, I have some problems with heteroscedasticity that I cannot resolve. The Breusch-Pagan test is not significant, but White's test keeps being significant. In general, what can I do to face with the issue? Sorry for my question, this is the first time I have working with econometric models.
Thanks all in advance!
Marco
Related Posts with Heteroscedasticity - How to address this issue?
Calculating Institutional investor churn rateHello, Sorry, am new to stata and my question might seem too simple but just know am helpless and gu…
Time series dataHi again, If I hava time series data with say for instance 1500 numeric observations reflecting pri…
Multiple line graphs 2 yaxisDear STATA users, Once again I need guidance to construct a multiple line graph with 2 y-axes. The …
Restricted cubic splines (uvrs fracplot) - plotting scale issues and how to pull out specific data points on spline?Hi folks - minor (I hope) but somewhat annoying question RE. uvrs fracplot functions in Stata, and a…
Repeated cross sectional analysis - how to startGood morning you all, I will do a repeated cross sectional analysis on 14 years. However, I am won…
Subscribe to:
Post Comments (Atom)
0 Response to Heteroscedasticity - How to address this issue?
Post a Comment