Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Re: Panal data and heteroskedasticity


From   D Jimenez Rubio <djr109@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: Panal data and heteroskedasticity
Date   Mon, 23 Jun 2003 18:45:00 +0100

Thanks a lot. That was very useful

Dolores

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of R. E. De
Hoyos
Sent: 23 June 2003 18:43
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Panal data and heteroskedasticity


set matsize 800


----- Original Message ----- 
From: "D Jimenez Rubio" <djr109@york.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, June 23, 2003 6:20 PM
Subject: st: Panal data and heteroskedasticity


> 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
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index