Hetero(varlist) after -craggit-

[Courtney Baggett]

Hi everyone,

Could someone please explain the standard errors used in hetero(varlist)? I'm running -craggit-, and noticed hetero(varlist) in the help file, but the description is very brief and I haven't had much luck searching through other help files. For instance, assume I run the following:

craggit w x1 x2, sec(y x1 x2) het(x2)

1. What does this say about x2?
2. And, what type of standard errors would this model be using?

Thanks,
C