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Re: st: Test for Heteroscedasticity in Clusterd Regression

From   Kit Baum <>
Subject   Re: st: Test for Heteroscedasticity in Clusterd Regression
Date   Sun, 7 Jun 2009 08:40:03 -0400

ivreg2 (from ssc) followed by ivhettest (also from SSC) works fine. I believe it should work after ivregress as well. Note that the test of -hettest- is not valid in any event in an IV context; see Mark Schaffer's help file for -ivhettest-.

Kit Baum   |   Boston College Economics & DIW Berlin   |
An Introduction to Stata Programming |
   An Introduction to Modern Econometrics Using Stata  |

On Jun 7, 2009, at 02:33 , statalist-digest wrote:

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)

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