From | D Jimenez Rubio <[email protected]> |
To | <[email protected]> |
Subject | st: White test for heteroskedasticity |
Date | Wed, 29 Oct 2003 16:45:01 -0000 |
Dear Statalist users, I am running several regressions with panel data. When I implement the White test to check for heteroskedasticity, it turns out that the p value is the same for every estimated equation. I think that is a bit odd. Is there anyone who knows why it happens? Thanks a lot Dolores J. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |