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Re: st: heteroskedasticity test in panel data

From   "Michael N. Mitchell" <>
Subject   Re: st: heteroskedasticity test in panel data
Date   Mon, 26 Jul 2010 21:23:02 -0700


  I wonder if this would help...

. set matsize 800

  (or select another number in place of 800).

Hope that helps,

Michael N. Mitchell
Data Management Using Stata      -
A Visual Guide to Stata Graphics -
Stata tidbit of the week         -

On 2010-07-26 7.57 PM, Jing Zhou wrote:
Dear All,

I am going to test the heteroskedasticity in my panel data. by using the recommended commands on FAQ which are specified as:

xtgls..., igls panels (heteroskedastic)
estimates store hetero
local df=e (N_g)-1
lrtest hetero., df ('df')

the result shows wrong information as "matsize too small - should be at least 621". Could you please advise me what is the potential cause to this problem? and how can i refine it?

Many thanks!


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