Hi statalist,
This is my sencond try. Sorry for being repetitive, but it's important for me. I know that I can make an heteroskedasticity test with the xtgls command by:
xtgls yit xit, igls panels(hetero)
lrtest, saving(0)
xtgls yit xit
local df=e(N_g)-1
lrtest, df(`df')
But I have one problem. The iteration process doesn't convergence to any value, it goes on and on iterating.
How can I resolve this problem, how can I make then the heteroskedasticity test?
I would really much appreciate your help.
Paula Garcia
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http://www.latinmail.com. Gratuito, latino y en espa�ol.
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