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st: heteroskedasticity and xtnbreg


From   [email protected]
To   [email protected]
Subject   st: heteroskedasticity and xtnbreg
Date   Wed, 8 Oct 2003 13:43:46 -0500

Statalisters,
I have panel data and use Stata 7.  I am trying to figure out how to test 
for (and if necessary correct for) heteroskedasticity in the context of 
negative binomial regression (xtnbreg).  The interesting FAQ at 

http://www.stata.com/support/faqs/stat/panel.html

covers how one might test for hetero in the context of xtgls, but I have 
not found a comparable discussion for xtnbreg or similar programs.  I 
would greatly appreciate any suggestions.  Thanks.  

W. David Allen
University of Alabama in Huntsville
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