Скачать или смотреть How to Perform a Robust F-Test in Stata? |【Five Minute Econometrics】Topic 71

【Five Minute Econometrics】(Econometric Tutorials)
Topic 71: How to Perform a Robust F-Test in Stata?

Hi, I am Bob. Welcome back to Five Minute Econometrics, a program dedicated to fundamental econometric concepts, estimation methods, and identification strategies. In the previous topic, we learned how to use the heteroskedasticity-robust standard errors and robust t-statistics to do a t-test for an individual variable. Today, I will introduce the heteroskedasticity-robust F statistic, also known as the robust Wald statistic, to test multiple hypotheses.


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