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st: White test for heteroskedasticity

From   D Jimenez Rubio <[email protected]>
To   <[email protected]>
Subject   st: White test for heteroskedasticity
Date   Wed, 29 Oct 2003 16:45:01 -0000

Dear Statalist users,
I am running several regressions with panel data. When I implement the
White test to check for heteroskedasticity, it turns out that the p
value is the same for every estimated equation. I think that is a bit
odd. Is there anyone who knows why it happens?

Thanks a lot

Dolores J.

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