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st: hettest with areg command in STATA

From   Rijo John <>
To   <>
Subject   st: hettest with areg command in STATA
Date   Wed, 9 Jun 2004 17:02:41 +0530 (IST)

Hi all,

 I am a PhD Research Scholar from IGIDR, Mumbai, India. I am facing a
problem using the heteroscedasticity test (hettest) after the areg
command in STATA. below is what I do in my do file.

areg lnexp lhsize meanage sexratio maleratio adultratio meanedu
maxedu, absorb(cluster);

This is giving me the error as follows.

last estimates not found

The same hettest command is working well when I am using the
simple "reg" command. But I have to use areg so that it creates
cluster dummies automatically and use them in the regression.

I would be happy if any one could help me with this..

Rijo John.

Rijo.M.John,Research Scholar
Indira Gandhi Institute of Developement Research,
Film City Road, Goregaon East,
Mumbai, India-400065.
contact: (+91)9892412476

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