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st: Test for heteroskedasticity in panel data


From   Vasilenko Alexander <aavasilenko@mail.ru>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for heteroskedasticity in panel data
Date   Tue, 29 Jul 2008 13:00:28 +0400

Hello statalits,

I'm analyzing a panel data and performed an lrtest according to advice on http://www.stata.com/statalist/archive/2007-05/msg00044.html

I've got the following ouptut in STATA:


 lrtest hetero . , df(`df')
(log-likelihoods of null models cannot be compared)

likelihood-ratio test                                  LR chi2(73) =   -277.70
(Assumption: . nested in hetero)                       Prob > chi2 =    1.0000

So, what is the conclusion?

Regards,
Vasilenko Alexander.

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