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st: ivhettest


From   Ekrem Kalkan <[email protected]>
To   [email protected]
Subject   st: ivhettest
Date   Sun, 10 Jan 2010 22:50:04 +0200

Dear Stata users,

After running a regression with "ivreg2" command, I run "ivhettest"
command for testing for heteroscedasticity. But, I receive the error
below:

. ivhettest, bpg
ivhettest not allowed after ivreg2 with partial (previously fwl) option

Could you tell me what does this mean and how can I test
heteroscedasticiy after an IV regression with panel data.

Thank you.

Ekrem Kalkan
Turkish Competition Authority.
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