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Re: st: Re: Problems with -hetgrot-
At 04:20 PM 3/14/2004 -0500, Michael Blasnik wrote:
I tried Michael's variation and it seems to work. At least, it gives the
same results using Greene's data as -hetgrot2- and -gwhet2- did. (Whether
all 3 are right or all 3 are wrong remains to be seen though!) I've sent
Michael's complete program to Clive so he can test it with his data.
If you substitute the code below for everything inside the original quietly
This is a good idea. In fact, if you plan on testing for groupwise hetero,
the original regression should probably also exclude cases missing on the
grouping var. When using the tsset command, it appears that cases missing
on the grouping var get ignored anyway when using the xtgls command.
* I'll assume we want to exclude missing values of grouping var
keep if e(sample) & `1'<.
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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