📊 Robust SE Comparison: OLS vs HC3 vs Clustered
// adjust heterogeneity dan cluster, lihat SE berubah dramatis
Heteroskedastisitas =
5
Cluster correlation =
0.5
Sample n =
500
SE Type
β̂
SE
t-stat
p-value
Status
OLS default
-
-
-
-
-
HC3 robust
-
-
-
-
-
Clustered
-
-
-
-
-