<>
ivreg2 (from ssc) followed by ivhettest (also from SSC) works fine. I
believe it should work after ivregress as well.
Note that the test of -hettest- is not valid in any event in an IV
context; see Mark Schaffer's help file for -ivhettest-.
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming
| http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
On Jun 7, 2009, at 02:33 , statalist-digest wrote:
I would like to test my regression for heterscedasticity using
hettest. Unforunately, I am usinger a cluster variable for the
regression, which leads to hettest not working.
( . hettest - hettest not appropriate after robust cluster())
Is there any alternativ test I could your, maybe even in combination
with ivregress? (hettest does not seem to work in combination with
ivregress, neither)
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