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Re: st: Heterokedasticity Test after -xtreg, re or fe- and -xtivreg, re or fe-


From   Clive Nicholas <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Heterokedasticity Test after -xtreg, re or fe- and -xtivreg, re or fe-
Date   Sat, 7 Nov 2009 15:53:32 +0000

Kelvin Tan <kelvin.tan.statalist@gmail.com> wrote:

> I do understand that we can perform a heteroskedaticity test after
> -ivreg2- with -ivhettest-. However,
> I would like to know if I can perform heteroskedasticity tests after
> each of the following estimation models : -xtreg, re-, -xtreg, fe-,
> -xtivreg, re- and -xtivreg, fe- .
>
> I followed the following link, and found that I might be able to use
> -xttest3- after -xtreg,fe-. If that is right,  then how can I perform
> heteroskedasticity tests after three other estimation methods: -xtreg,
> re-, -xtivreg, re- and -xtivreg, fe- .
>
> http://www.stata.com/statalist/archive/2008-07/msg00636.html

What is all this 'might or might not' business about? Why not try it
and see first? If it does not work for you, come back and we'll try
and help you out. For the meantime - and from memory - the
user-wirtten -xttest0- (available from SSC) could also be deployed for
these purposes.

-- 
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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