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I am dubious the presence of heteroskedasticity in my data. enter image description here

As you can see, I first ran my regression using robust standard errors, and the second time without. The standard errors and the robust standard errors did not differ significantly, does that not mean that there's no heteroskedasticity? My uncertainty arose because I also ran a Breusch-Pagan test and plotted graphs that indicate heteroskedasticity, which you will see below

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Above is my rvfplot and I do see a trend. My BP test pointed out that there's heteroskedasticity too:

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I then proceeded to scatter my residuals against my two x variables, one at a time, below are the results: scatter uhat r_mt: enter image description here

scatter uhat abs_r_mt:

enter image description here Only in the second graph do I detect heteroskedasticity. What might have gone wrong?

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    $\begingroup$ It seems to me like mostly a non-Gaussian error distribution that creates these non homogeneous distributions of residuals. Knowledge of the underlying model might help you to choose a better function to model the errors/residuals. What is your current statistical model (this is unclear to me based on your tables, as well as likely unclear to others that do not work with Stata)? What is the process that generated the data? How does a plot of csed vs r_mt look like? $\endgroup$ – Martijn Weterings Mar 16 '18 at 12:39

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