Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: AW: st: Test for panel heteroskedasticity


From   armen@uni-hohenheim.de
To   statalist@hsphsun2.harvard.edu
Subject   Re: AW: st: Test for panel heteroskedasticity
Date   Thu, 31 Mar 2005 22:57:25 +0200

Thanks a lot Richard!
That worked perfectly.

Armen


Zitat von Richard Williams <Richard.A.Williams.5@nd.edu>:

 
> No, according to the FAQ, there needs to be another xtgls command after 
> your estimates store command, where you estimate the model without 
> hetero.  To keep it straight, it might help if you did one model, called it 
> hetero, and then estimated the other model, and called it nonhetero.  You 
> need to have 2 models to compare, and right now you only have one (the . 
> refers to the current model, which in the above is the same as hetero.)
> 
> 
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> FAX:    (574)288-4373
> HOME:   (574)289-5227
> EMAIL:  Richard.A.Williams.5@ND.Edu
> WWW (personal):    http://www.nd.edu/~rwilliam
> WWW (department):    http://www.nd.edu/~soc
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index