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st: White test for heteroskedasticity: maxvar
I am trying to do the following test for heteroskedasticity for my cobb
douglas production function where logoutput is my dependant variable. As you
will notice I have many dependant variables. Since the white test for
heteroskedasticity is really running an auxilliary regression using the
independant variables (we do not see this auxilliary regression, we only see
the test results), I hit the maximum number of variables possible. The
regression is run in Stata SE 8.1.
regress logoutput logcorarea loglabour logmanure logfertiliserval logtrac
logox logirrigationbefore31july logirrigationafter31july cropdum /*
*/farmerdum1-farmerdum26 farmerdum28-farmerdum77 farmerdum79-farmerdum97
. imtest, white
no room to add more variables
An attempt was made to add a variable that would have resulted in more
than 5000 or
4999 variables (Stata reserves one variable for its own use). You have
1. Drop some variables; see help drop.
2. If you are using Stata/SE, increase maxvar; see help maxvar.
QUESTION1: What are my options? I tried to run the following command
set maxvar 5000
but I still get this error.
I even reduce the number of variables in my data file to just the variables
used in the regression but still the same error message. The problem is
that since I have so many independant variables I will run into this problem
no matter what as I exceed the maximum variable permissible. So, what can I
QUESTION2. Would this work in Stata 9 i.e. is it more liberal with maximum
no. of variables that it can allow? Even so, I would still like to know the
solution to this problem.
And yes, I need all those dummies!
Thank you for your attention.
Ms. Gauri Khanna
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