Hi
My apologies if this email gets there twice but I
think I lost the one I wrote before.
I am using xtreg, fe and would like to test for
heteroskedasticity after the estimation.
Can someone tell me how to do that? Also, if I add the
robust command after xtreg, I would expect not to be
able to reject the null of homoskedasticity (for
instance when using reg, fe and including the dummies)
but this is not the case: if I use xttest3, I can't
reject the null whether I add robust or not after the
estimation.
Can someone help me?
Many thanks. Alice.
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