Date: Tue, 30 May 2006 18:20:04 +0100
Reply-To: Nuno Soares <ns.mlists@GMAIL.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Nuno Soares <ns.mlists@GMAIL.COM>
Subject: White's correction
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Can anyone tell me how to do white correction for calculating the standard
errors in a OLS regression if heteroscedasticity is assumed to be present?
I've been looking to the PROC REG and it seems that is only possible to get
the test for heteroscedasticity...
Thanks for any help!