st: xtmixed variance functions

[Leslie Roche <lmroche@ucdavis.edu>]

Hi All,
I have been trying to figure out how to specify a variance function in
Stata for within-group heteroscedasticity. I have run into this
problem a few times. Basically, my residuals by predicted plot show a
classic increase in variance. Even though the various residual plots
looked fine, I have tried residuals(independent, by(id)), and
residuals(independent, by(x category)), but none of these worked. The
other residuals options available require a time variable, which I do
not have.

In S-plus (and R), the function I generally use to model this type of
heteroscedasticity is "weights=varPower())". Here, the default
covariate is  ~fitted. Is there a similar function in Stata that is
available outside the base commands? I would prefer not to have to
transform the response variable. Any suggestions much appreciated.

Thanks,
Leslie

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