Linear regression in Stata with heteroskedasticity-consistent standard errors

This video provides a demonstration of how to generate robust standard errors and test statistics for regression estimates when performing linear regression in Stata. In particular, I demonstrate how to request the HC3 estimator for the standard errors, which can be a useful way of dealing with the potential biasing effects of heteroskedasticity on standard errors and test statistics.

A copy of the data can be downloaded here: https://drive.google.com/file/d/1OlDL...

Here is the link to the website containing a copy of the article by Hayes and Cai (2007): https://link.springer.com/article/10....

More details on regression commands can be found in the Stata manual for regression:
https://www.stata.com/manuals/rregres...