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Re: st: Heteroskedasticity test

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Heteroskedasticity test
Date   Tue, 12 Jan 2010 02:30:41 -0800 (PST)

--- On Tue, 12/1/10, Evans Jadotte wrote:
> In Stata 10 I would like to run a heteroskedasticity test
> after estimating a model using the "xtmixed command". I
> tried "estat hettest", which does not work with xtmixed.
> Anyone knows a command which can do that?

That is not so straightforward, as there are now multiple 
residuals. I think the best way forward is to just predict 
them, graph them, and use the "interoccular trauma test" 
(if something is worth noting, it will "hit you between the 
eyes" when looking at the right graph).

*------------------ begin example --------------------
webuse nlswork,  clear
xtmixed ln_w grade age c.age#c.age ttl_exp tenure ///
        c.tenure#c.tenure || id: grade

predict b*, reffects
predict resid, resid

twoway scatter b2 tenure, ///
   title(person level residual)
twoway scatter resid tenure, ///
   title(person/year level residual)
*---------------- end example -----------------------
( For more on how to use examples I sent to statalist see: )

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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