Hi everyone,
Could someone please explain the standard errors used in hetero(varlist)? I'm running -craggit-, and noticed hetero(varlist) in the help file, but the description is very brief and I haven't had much luck searching through other help files. For instance, assume I run the following:
craggit w x1 x2, sec(y x1 x2) het(x2)
1. What does this say about x2?
2. And, what type of standard errors would this model be using?
Thanks,
C
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