Re: st: Re: Problems with -hetgrot-

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 04:20 PM 3/14/2004 -0500, Michael Blasnik wrote:

> If you substitute the code below for everything inside the original quietly
I tried Michael's variation and it seems to work.  At least, it gives the 
same results using Greene's data as -hetgrot2- and -gwhet2- did.  (Whether 
all 3 are right or all 3 are wrong remains to be seen though!)  I've sent 
Michael's complete program to Clive so he can test it with his data.


> * I'll assume we want to exclude missing values of grouping var
> keep if e(sample) & `1'<.
This is a good idea.  In fact, if you plan on testing for groupwise hetero, 
the original regression should probably also exclude cases missing on the 
grouping var.  When using the tsset command, it appears that cases missing 
on the grouping var get ignored anyway when using the xtgls command.

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Richard Williams, Notre Dame Dept of Sociology
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