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st: svyreg and heteroscedasticity tests

From   "John GIBSON" <>
To   <>
Subject   st: svyreg and heteroscedasticity tests
Date   Tue, 12 Nov 2002 11:03:33 +1300

Dear listers

-hettest- does not work when following a -svyreg- command but does work following a -reg y x [w=pweight]- command, which generates exactly the same residuals as the svyreg command.

My interest is in testing the hypothesis that a model estimated on the population would have homoscedastic disturbances but the only data available for doing this test is a complex sample survey. 

Is it correct to infer that such a test strategy is invalid, given that -hettest- does not work after a svyreg?


John Gibson
Department of Economics
University of Waikato

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