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Re: st: heteroskedastisity and panel data problem (again)


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: heteroskedastisity and panel data problem (again)
Date   Mon, 10 Dec 2007 16:44:10 -0600 (CST)

On Mon, 10 Dec 2007, Marck Bulter wrote:

The additional option works,

Likelihood-ratio test LR chi2(107)= 9385.67
(Assumption: nonhetero nested in hetero) Prob > chi2 = 0.0000

I assume that the null is homoskedasticity?


Marck,

Yes, the null hypothesis of this test is that the errors are homoskedastic.

-- Brian Poi
-- bpoi@stata.com


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