根据 White (1980)，当 heteroscedasticity 与 predetermined regressors 之平方与交叉乘积项 有关时，会影响到 Cov matrix 致 inefficient OLS estimators ；可用HCCME (HC0)、HC1(DOF)、HC2(leverage)等方式处理。

至於HCCME是什么？ 请自行利用 google

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
White, Econometrica, Vol. 48, No. 4. (May, 1980), pp. 817-838.  (JSTOR)

Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
MacKinnon and White, Journal of Econometrics, 1985, vol. 29, issue 3, pages 305-325  (ScienceDirect)