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st: Test for panel-level heteroskedasticity - what is the hypothesis


From   "I.Mosca" <I.Mosca@uvt.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for panel-level heteroskedasticity - what is the hypothesis
Date   Thu, 11 Aug 2005 15:17:29 +0200

I'm testing for panel-level heteroskedasticity and I apply the lrtest suggested in the FAQ section of Stata (http://www.stata.com/support/faqs/stat/panel.html).

I obtain the LR test result at the end but my problem is that I'm not really sure about the hypothesis I'm testing. Is the null hypothesis equal to "panels' error structures are heteroskedastic" or "panels' error structures are homoskedastic"?

Thank you for your help.


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