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Re: st: panel-level heteroskedasticity


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: panel-level heteroskedasticity
Date   Fri, 13 Feb 2009 01:06:52 +0000

Nola Agha wrote:

>   I see here:
>
> http://www.stata.com/support/faqs/stat/panel.html
>
> some advice for testing for panel-level heteroskedasticity.  Can anyone confirm
> that the null hypothesis for the LR test is "no heteroskedasticity"?

Yes.

> I actually have a dynamic panel data model.  I used the above LR test without
> the lagged dv.  Does anyone know of a test for heteroskedasticity for dynamic
> panel models?

-findit ivreg2-
-findit ivhettest-

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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