Hi All,
I'm working with some household level data I collected last summer, and
have run into some heteroskedasticity problems. I've tried to correct
for it both using White's correction and through a robust estimation
technique, but neither work. I get the following errors:
for Whites:
whitese<-sqrt(diag(hccm(lm2)))
Error in V %*%
t(X) : non-conformable arguments
for rlm:
Error in rlm.default(x, y, weights, method = method, wt.method =
wt.method, :
x is singular: singular fits are not implemented in rlm
All but one of the independent variables are dummies.
Any clues on how I can either get around these errors, or correct for
the heteroskedasticity in another way?
andy