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


From   Marck Bulter <[email protected]>
To   [email protected]
Subject   Re: st: heteroskedastisity and panel data problem (again)
Date   Tue, 11 Dec 2007 00:16:17 +0100

Brian P. Poi wrote:
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
-- [email protected]


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Thank you very much for your quick help,

kind regards,
Marck Bulter
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