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Re: st: hettest with areg command in STATA


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: hettest with areg command in STATA
Date   Wed, 09 Jun 2004 15:22:37 +0100

John,

Date sent:      	Wed, 9 Jun 2004 17:02:41 +0530 (IST)
From:           	Rijo John <rijo@igidr.ac.in>
To:             	<statalist@hsphsun2.harvard.edu>
Send reply to:  	statalist@hsphsun2.harvard.edu
Subject:        	st: hettest with areg command in STATA

> Hi all,
> 
>  I am a PhD Research Scholar from IGIDR, Mumbai, India. I am facing a
> problem using the heteroscedasticity test (hettest) after the areg
> command in STATA. below is what I do in my do file.
> 
> #delimit;
> areg lnexp lhsize meanage sexratio maleratio adultratio meanedu
> maxedu, absorb(cluster);
> hettest;
> 
> This is giving me the error as follows.
> 
> last estimates not found
> r(301);
> 
> The same hettest command is working well when I am using the
> simple "reg" command. But I have to use areg so that it creates
> cluster dummies automatically and use them in the regression.
> 
> I would be happy if any one could help me with this..

The problem is that hettest isn't designed to run after areg.  You 
should estimate with one of the newer xt commands and then test for 
heteroskasticity either according to the following FAQ:

http://www.stata.com/support/faqs/stat/panel.html

or using Kit Baum's xttest3.

You can find out more about these if you try

findit heteroskedasticity panel

from within Stata.

--Mark

> 
> Regards,
> Rijo John.
> 
> ***************************************************
> Rijo.M.John,Research Scholar
> Indira Gandhi Institute of Developement Research,
> Film City Road, Goregaon East,
> Mumbai, India-400065.
> contact: (+91)9892412476
> 
> 
> 
> 
> *
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

*
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*   http://www.ats.ucla.edu/stat/stata/



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