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st: HELP!!! panel data heteroskedasticity

From   paula garcia <>
Subject   st: HELP!!! panel data heteroskedasticity
Date   Mon, 30 Sep 2002 07:07:43 -0400

Hi statalist,

I know that I can make an heteroskedasticity test with the xtgls command by:

xtgls yit xit, igls panels(hetero)
lrtest, saving(0)
xtgls yit xit
local df=e(N_g)-1
lrtest, df(`df')

But I have one problem. The iteration process doesn't convergence to any value, it goes on and on iterating. 
How can I resolve this problem, how can I make then the heteroskedasticity test?

I would much appreciate your help.
Paula Garcia

_________________________________________________________  Gratuito, latino y en espaņol.

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