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wheresegg
wheresegg
Level I

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

Feb 25, 2015 08:37 PM (8553 views)

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

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1 ACCEPTED SOLUTION

Accepted Solutions
Mark_Bailey
Staff Mark_Bailey
Staff
Solution

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

Feb 28, 2015 06:59 AM (9749 views)  |  Posted in reply to message from wheresegg 02-25-2015

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.

View solution in original post

1 REPLY 1
Mark_Bailey
Staff Mark_Bailey
Staff
Solution

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

Feb 28, 2015 06:59 AM (9750 views)  |  Posted in reply to message from wheresegg 02-25-2015

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.