4つのHeteroschedasticity-consistentな推定方法の比較 (HCTYPE=0,1,2,3)

Estimated Beta1 is:  -0.867767

         Std. Err.   t-value   p-value
HCTYPE=0  0.431225 -2.012331  0.045399
HCTYPE=1  0.433171 -2.003287  0.046368
HCTYPE=2  0.433708 -2.000809  0.046636
HCTYPE=3  0.436212 -1.989324  0.047899
Estimated Beta2 is:   1.014697

         Std. Err.   t-value   p-value
HCTYPE=0  0.112201  9.043534  0.000000
HCTYPE=1  0.112708  9.002889  0.000000
HCTYPE=2  0.112991  8.980328  0.000000
HCTYPE=3  0.113789  8.917380  0.000000