Robust Standard Errors

concepts · 1 notes linked

Related: Data Colada · P Values · Statistics · Hypothesis Testing

Notes

• [99] Hyping Fisher: The Most Cited 2019 QJE Paper Relied on an Outdated Stata Default to Conclude Regression p-values Are Inadequate — Data Colada showing QJE randomization-test conclusion collapses when using HC3 robust standard errors