Robust standard errors in Eviews

Problem

You have a heteroscedastic regression model which you want to estimate with robust standard errors.

a. Which selection should you make?

b. Is it possible to figure out the numbers hiding behind the blue rectangle?

Solution

  1. Eviews calls it “Huber-White”
  2. Yes. Selecting robust SE has no effect on the coefficients, they will be found using OLS. The coefficients are the same as in the second picture.