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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