sorry for the double mail.
----- Original Message -----
From: "R. E. De Hoyos" <[email protected]>
To: <[email protected]>
Sent: Monday, June 23, 2003 6:45 PM
Subject: st: Re: Panal data and heteroskedasticity
> set matsize 800
>
> ----- Original Message -----
> From: "D Jimenez Rubio" <[email protected]>
> To: <[email protected]>
> 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/
