清空筛选条件
清空筛选条件

how to use White heterosked​asticity-c​onsistent standard error estimators in OLS regression?

8 次查看（过去 30 天）
Arnaud
Arnaud 2014-6-2
回答： Roger Wohlwend 2014-6-2
Hello,
My question is quite straight forward: is there a function on matlab or one of its add-ins that calculates OLS regression estimators with White heteroskedasticity-consistent standard errors? Instead of doing the whole calculations...
Thanks in advance!
Arnaud

请先登录，再回答此问题。

回答（1 个）

Roger Wohlwend
Roger Wohlwend 2014-6-2
Yes, there is! The Matlab function is called hac .

类别

在 Help Center 和 File Exchange 中查找有关 Linear Regression 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by