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st: Test for Heteroscedasticity in Clusterd Regression


From   Christian Weiss <christian.weiss@nightberry.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for Heteroscedasticity in Clusterd Regression
Date   Sat, 6 Jun 2009 21:32:10 +0200

Dear Statalisters,

I would like to test my regression for heterscedasticity using
hettest. Unforunately, I am usinger a cluster variable for the
regression, which leads to hettest not working.
( . hettest - hettest not appropriate after robust cluster())

Is there any alternativ test I could your, maybe even in combination
with ivregress? (hettest does not seem to work in combination with
ivregress, neither)

Best regards
Chris
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