Dear Stata-Users,
currently I perform Panel Tobit (xttobit) and Panel Probit (xtprobit) analyses. As I suspect heteroskedasticity to exist I would like test for it and if necessary to correct it.
To the best of my knowledge I could not find an appropriate test for the xttobit and xtprobit as both "hettest" and "whitetst" do not apply for panel regressions.
Is there anybody who could help me out with a command for testing and a command for correcting heteroscedasticity?
Thank you very much for every answer on this possibly trivial question.
Kathrin
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