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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