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Re: st: Re: Problems with -hetgrot-

From   Richard Williams <[email protected]>
To   [email protected]
Subject   Re: st: Re: Problems with -hetgrot-
Date   Sun, 14 Mar 2004 21:44:02 -0500

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.

Richard Williams, Notre Dame Dept of Sociology
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