* Linear Probability Model for Debit Card Ownership
*
* Keywords:
* regression, heteroskedasticity, probability, debit card, ownership
*
* Description:
* We illustrate how to estimate a Linear Probability Model for Debit
* Card Ownership and apply a heteroskedasticity correction
*
* Author(s):
* Skif Pankov
*
* Source:
* Damodar N. Gujarati and Dawn C. Porter, Basic Econometrics - 5th Edition
* McGraw-Hill International Edition, Chapter 15, Example 15.4 (page 552)
*
sample 1 60
* Reading the datafile and naming variables
read (data_15.4.shd) deb bal atm i
* Running an OLS regression of deb on balm atm and i
ols deb bal atm i
* Running an OLS regression of deb on bal, atm and i, specifying to use White's
* heteroskedasticity-consistent covariance matrix
ols deb bal atm i / hetcov
stop
* Note:
* Authors did not specify how they have corrected for heteroskedasticity
* in this example, which is why the standard errros of coefficients in
* the second regression will differ from those in the book