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st: RE: ivhettest

From   DE SOUZA Eric <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: ivhettest
Date   Sun, 10 Jan 2010 21:56:20 +0100

It says what is says. You used the "partial" option with ivreg2. This partials out the effects of certain variables. When you use this option,  you cannot use ivhettest after it.

If you did not use the "partial" option with the command -ivreg2-, please indicate exactly what you did. 

Eric de Souza
College of Europe
BE-8000 Brugge (Bruges)

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Ekrem Kalkan
Sent: 10 January 2010 21:50
To: [email protected]
Subject: st: ivhettest

Dear Stata users,

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

. 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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