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st: Re: Re: Panal data and heteroskedasticity


From   "R. E. De Hoyos" <redeho2@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Re: Panal data and heteroskedasticity
Date   Mon, 23 Jun 2003 18:59:13 +0100

sorry for the double mail.


----- Original Message ----- 
From: "R. E. De Hoyos" <red29@cam.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, June 23, 2003 6:45 PM
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:
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
*
*   For searches and help try:
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*   http://www.ats.ucla.edu/stat/stata/



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