--- On Tue, 12/1/10, Evans Jadotte wrote:
> In Stata 10 I would like to run a heteroskedasticity test
> after estimating a model using the "xtmixed command". I
> tried "estat hettest", which does not work with xtmixed.
> Anyone knows a command which can do that?
That is not so straightforward, as there are now multiple
residuals. I think the best way forward is to just predict
them, graph them, and use the "interoccular trauma test"
(if something is worth noting, it will "hit you between the
eyes" when looking at the right graph).
*------------------ begin example --------------------
webuse nlswork, clear
xtmixed ln_w grade age c.age#c.age ttl_exp tenure ///
c.tenure#c.tenure || id: grade
predict b*, reffects
predict resid, resid
twoway scatter b2 tenure, ///
title(person level residual)
twoway scatter resid tenure, ///
title(person/year level residual)
*---------------- end example -----------------------
( For more on how to use examples I sent to statalist see:
http://www.maartenbuis.nl/stata/exampleFAQ.html )
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
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