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25:16
YouTube
Mike Jonas Econometrics
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 ...
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