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how do i run a model with Heteroscedasticity-consistent standard errors??

wheresegg

Community Member

Joined:

Feb 25, 2015

how do i run a model with Heteroscedasticity-consistent standard errors??

1 REPLY
markbailey

Staff

Joined:

Jun 23, 2011

Select Analyze > Fit Model. Select Loglinear Variance for the Personality in the upper right corner of dialog. You will now have two tabs for defining the terms in the model. The first tab is for mean effects, the second tab is for variance effects. Define terms for both models as you would for Standard Least Squares. The linear combination does not have to be the same for both the mean and variance models.

This platform fits two parallel models, one for the mean and the other for the variance. You can save the models as column formulas You can profile with the models.

Be sure to check the documentation (Help > Books > Fitting Linear Models) as there is an entire chapter devoted to this platform.

Learn it once, use it forever!