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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 17:32:39 +0100

John,

Date sent:      	Wed, 9 Jun 2004 21:27:19 +0530 (IST)
From:           	Rijo John <rijo@igidr.ac.in>
To:             	<statalist@hsphsun2.harvard.edu>
John,

Subject:        	Re: st: hettest with areg command in STATA
Send reply to:  	statalist@hsphsun2.harvard.edu

> 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.

I think the answer is "yes" - you can use at least some of the xt 
commands.  For example, -xtreg, fe i(cluster)- will estimate exactly 
the same model as -areg, absorb(cluster)-.

BTW, I don't recommend using a variable called "cluster" - this is a 
Stata command name and also an option name.

Hope this helps.

--Mark

> 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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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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