Linear regression in Stata with heteroskedasticity-consistent standard errors

This video provides a demonstration of how to generate robust standard errors and test statistics for regression estimates when performing linear regression in Stata. In particular, I demonstrate how to request the HC3 estimator for the standard errors, which can be a useful way of dealing with the potential biasing effects of heteroskedasticity on standard errors and test statistics.
A copy of the data can be downloaded here: drive.google.c...
Here is the link to the website containing a copy of the article by Hayes and Cai (2007): link.springer....
More details on regression commands can be found in the Stata manual for regression:
www.stata.com/...

[@jamesjackson1703]

Really helpful video.

[@qutaibaalkhazalih1225]

Mr. Crowson... I was wondering how can run mediation with having heteroscedasticity and autocorrelation?

[@couragee1]

thank you

[@MinhAnh-en5cy]

Mr. Crowson... I was wondering how can run mediation with having heteroscedasticity and autocorrelation? Can you answer me soon. Thank you very much