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st: Panal data and heteroskedasticity


From   D Jimenez Rubio <djr109@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panal data and heteroskedasticity
Date   Mon, 23 Jun 2003 18:20:27 +0100

Hello,
Im running a panel data with annual dummies. I would like to check for
heteroskedasticity in the errors of my model. Given that in STATA 7 I
havent found any specific test for hetero in fixed-random effects
models, I have tried to run LSDV with year dummies and my provincial
(unit) dummies and then test for het using the command whitetst. But
when I do so, I obtain the following:

matsize too small; type -help matsize-

So then I type -help matsize-, and I obtain:

varlist not allowed

Is there anyone who can tell me why this happens? Thanks a lot!

Dolores

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