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re:Re: st: heteroskedasticity test in panel data

From   Christopher Baum <>
To   <>
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
 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 Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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