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re:Re: st: heteroskedasticity test in panel data


From   Christopher Baum <kit.baum@bc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   re:Re: st: heteroskedasticity test in panel data
Date   Wed, 28 Jul 2010 14:43:58 -0400

<>
Michael asked

   In that case, is the Stata FAQ (at http://www.stata.com/support/faqs/stat/panel.html)
 on which this code example is based also backward? 


I have not taken a careful look at that FAQ. It may be quite right and the user has not applied it correctly. In any case, if you compare two LLF values and come up with a negative Chi-square, something is wrong. Don't bother looking at the reported p-value in that case!

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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