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Re: st: Test for heteroskedasticity in panel data


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Test for heteroskedasticity in panel data
Date   Tue, 29 Jul 2008 11:53:46 -0500

The conlcusion is that something is wrong, and something did not work
properly. First of all, a chi-square should be a positive value.
Second, are you sure you used 73 parameters to model
heteroskedasticity?

Uspexov.

On 7/29/08, Vasilenko Alexander <aavasilenko@mail.ru> wrote:
> 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.



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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