Domanda

I know that in eviews, after you run a regression you can select the option to use the White Correction for heteroskedasticity. However, I cannot find any way to use the White correction in R. Eviews is unnecessarily difficult when it comes to importing data (pretty much the worst GUI ever) and so I have decided to not use eviews ever again.

Is there any way to use the White correction for heteroskedasticity in R? Thanks in advance for any help.

È stato utile?

Soluzione

library(car)
library(lmtest)
coeftest(mymodel, vcov= hccm(mymodel))
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