| Date: | Wed, 12 May 2004 11:25:17 +0200 |
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| Reply-To: | Henrik Lolle <lolle@socsci.auc.dk> |
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| Sender: | "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU> |
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| From: | Henrik Lolle <lolle@socsci.auc.dk> |
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| Subject: | Re: Huber-White sandwich estimator of the variance |
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| In-Reply-To: | <E223ACF5914E6749966BFA73D0D58622038655AB@ucsfgh2.sfgh.net.
ucsf.edu> |
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| Content-Type: | text/plain; charset="us-ascii"; format=flowed |
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From Andrew Hayes homepage you can download a macro to adjust standard
errors for heteroscedasticity:
http://www.jcomm.ohio-state.edu/ahayes/
At 17:43 11-05-04, Tran, Mary wrote:
>Is there a way to do Huber-White adjustmentment of standard errors in
>regression analysis using SPSS version 11.5 or earlier?
>Can you suggest a resource describing how it is done?
>
>Mary Nelson Tran
>415-206-8908
>tranm@anesthesia.ucsf.edu
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Assistant Professor Henrik Lolle
Department of Economics, Politics and Public Administration
Aalborg University
Fibigerstraede 1
DK 9220 Aalborg East
http://www.socsci.auc.dk/institut2/dansk/empl/lolle.htm
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