 auxillary distribution with mean zero and unit variance. 
     Denote these as \(w_1, \ldots, w_g\).</p></li>
<li><p>Calculate the selected heteroscedasticity consistent matrix estimator for
     the marginal residuals, \(\tilde{v}_i\)</p></li>
<li><p>Generate bootstrap responses using the fitted equation: 
     \(y_i^* = X_i \beta + \tilde{v}_i w_j\)</p></li>
<li><p>Refit the model and extract the statistic(s) of interest.</p></li>
<li><p>Repeat steps 2-4 B times.</p></li>
</ol>

    <h2 class="hasAnchor"