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Re: st: hettest with areg command in STATA


From   Rijo John <rijo@igidr.ac.in>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: hettest with areg command in STATA
Date   Wed, 9 Jun 2004 21:27:19 +0530 (IST)

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?

Regards,
Rijo John.

On Wed, 9 Jun 2004, Mark Schaffer wrote:

:John,

: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

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