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st: panel heteroskedasticity


From   "tom blade" <tomblade@eudoramail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: panel heteroskedasticity
Date   Fri, 04 Jul 2003 05:43:28 -0400

Dear all,

I would be so much grateful if you could help me. The test xttest3 after xtreg, fe tells me that I have a problem of heteroskedasticity. The I use xtgls, p(h) and run xttest3, but I have still the problem of heteroskedasticity. What can I do?

Thanks!



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