Monday, January 02, 2006

st: Bootstrap/Robust Standard Errors

Dear Statalisters,

A White test has revealed heteroscedastic SEs. Can I use either -vce(robust)- or -vce(bootstrap)- in that incidence? My understanding (after an internet search) is that both correct biases in SEs due to heteroscedasticity in the error structure. Is one more appropriate then the other?

Thanks Tina

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