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Use this tag for questions related to any kind of robust standard error estimation, including but not limited to clusters-robust, heteroscedasticity/autocorrelation-robust, and related standard errors.
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Using model with heteroskedasticity for predictions?
I am running a model with ordinary least squares regression, and am using robust standard errors (RSE's) because diagnostics tests indicated heteroskedasticity of the model. I'm a bit limited in the k …