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st: RE: Re: Panal data and heteroskedasticity


From   D Jimenez Rubio <[email protected]>
To   <[email protected]>
Subject   st: RE: Re: Panal data and heteroskedasticity
Date   Mon, 23 Jun 2003 18:45:00 +0100

Thanks a lot. That was very useful

Dolores

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of R. E. De
Hoyos
Sent: 23 June 2003 18:43
To: [email protected]
Subject: st: Re: Panal data and heteroskedasticity


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
> 
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