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Re: st: hettest with areg command in STATA
Thanks for you reply. But what I am having is a cross-section data.
(Survey data). I want stata to create village dummies while running the
regression. That is why I have been using areg command with the option absorb
(cluster) where cluster is the village. Since xt commands are for pannel
data can I use them in my case. Is it not possible to do a hettest command
with areg in this case at all?
On Wed, 9 Jun 2004, Mark Schaffer wrote:
: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:
:or using Kit Baum's xttest3.
:You can find out more about these if you try
:findit heteroskedasticity panel
:from within Stata.
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