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st: Test for panel heteroskedasticity

From   "Armen Khachatryan" <[email protected]>
To   <[email protected]>
Subject   st: Test for panel heteroskedasticity
Date   Thu, 31 Mar 2005 21:36:06 +0200

Dear statalisters,

I follow exactly the suggestion of Vince Wiggins to FAQ: Testing for
panel-level heteroskedasticity and autocorrelation (see please ) to test, not to sound
strange, for heteroskedasticity after running a xtgls, and I type

.estimates store hetero
.local df=e(N_g)-1
.lrtest hetero . , df(`df')

I get a scaring error message saying

models hetero specified more than once!

Can anyone advise how to leave this problem behind?
Many thanks in advance.


Armen Khachatryan
PhD Research Fellow, Scientific Assistant
Institute for Farm Management (410B)
University of Hohenheim
Schloss Osthof-Sued
70599 Stuttgart, Germany
Tel: +49 711 459 4264 
Fax: +49 711 459 3709 

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