Dear all,
Can some one explain to me how it is possible that a regression with robust standard errors gave me less significant values than without standard errors?
I have an unbalanced panel data. My dependent variable is a logarithm of FDI flows.
Can some one explain to me how it is possible that a regression with robust standard errors gave me less significant values than without standard errors?
I have an unbalanced panel data. My dependent variable is a logarithm of FDI flows.