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st: Heteroskedasticity test with NL


From   "Mike Arenas" <econostata@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Heteroskedasticity test with NL
Date   Wed, 28 Sep 2005 16:04:43 +0200

Dear Statalisters,
does anyone have suggestions about how to run an heteroskedasticity test(for panel data if possible) after a non linear (NL) estimation? All the tests that work after regress or the xt commands do not apply to the NL case and In particular, since the NL estimation does not produce maximum likelihood estimation I find it inopportune to use Lagrange multiplier kind of tests which are possible to implement relatively fast.
Thanks for any help.

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