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st: How to test to heteroskedasticity after -vce(cluster clusvar)- command?
From
Ricky Lim <[email protected]>
To
[email protected]
Subject
st: How to test to heteroskedasticity after -vce(cluster clusvar)- command?
Date
Sat, 24 Aug 2013 04:38:40 +0100
Dear Statalisters,
Hope you can provide some advices.
I ran a multiple linear regression using -vce(cluster clusvar)-
command for my cross sectional survey data.
When I tried to use -hettest-,
this appears:
"hettest not appropriate after robust cluster()"
Does this mean that it is not necessary for me to test for
heteroskedasticity after clustering my standard errors?
Or is there another way to do it?
Could not find a similar question in the archive hence I posted it here.
Thank you very much in advanced.
Regards,
Ricky
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