Question: When heteroskedasticity - robust standard error is greater than the regular standard error, the point estimate ( i . e , coefficient value ) will
When heteroskedasticityrobust standard error is greater than the regular standard error,
the point estimate ie coefficient value will likely become greater.
the pvalue will likely become greater.
the tstatistic will likely become greater.
The confidence interval will likely become smaller.
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
