Stata Tutorial: Fixing Heteroskedasticity in OLS

Stata Tutorial: Fixing Heteroskedasticity in OLS

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Stata Tutorial: Fixing Heteroskedasticity in OLS
Basic methods of mitigating the effect of a heteroskedastic error in a simple OLS setting. We look at respecification, Weighted Least Squares, and the White Robust Standard Error options. Link to "Gentle Introduction to Stata" https://www.amazon.com/gp/product/1597182699/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=1597182699&linkCode=as2&tag=mikejonasecon-20&linkId=784adb8c2c3a433da893bcfc62f11906 Link to the excellent Introduction to Econometrics Textbook by AH Studenmund: https://www.amazon.com/gp/product/9332584915/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=9332584915&linkCode=as2&tag=mikejonasecon-20&linkId=6697afcfde8c335b461795eec22e3977 Link to Jeffrey Wooldridge Introductory Econometrics Textbook: https://www.amazon.com/gp/product/8131524655/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=8131524655&linkCode=as2&tag=mikejonasecon-20&linkId=0a5fe7ce6ac777090a194cb5bb48071b My Twitter is: https://twitter.com/MichaelRJonas My Google Scholar Page: https://scholar.google.com/citations?user=c97cvAwAAAAJ&hl=en&oi=sra ResearchGate: https://www.researchgate.net/profile/Michael_Jonas2