set matsize 800
----- Original Message ----- 
From: "D Jimenez Rubio" <[email protected]>
To: <[email protected]>
Sent: Monday, June 23, 2003 6:20 PM
Subject: st: Panal data and heteroskedasticity
> Hello,
> Im running a panel data with annual dummies. I would like to check for
> heteroskedasticity in the errors of my model. Given that in STATA 7 I
> havent found any specific test for hetero in fixed-random effects
> models, I have tried to run LSDV with year dummies and my provincial
> (unit) dummies and then test for het using the command whitetst. But
> when I do so, I obtain the following:
> 
> matsize too small; type -help matsize-
> 
> So then I type -help matsize-, and I obtain:
> 
> varlist not allowed
> 
> Is there anyone who can tell me why this happens? Thanks a lot!
> 
> Dolores
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/