On Feb 3, 2004, at 2:33 AM, Stas wrote:
I am not able to use the dwstat or bgtest tests in Stata 7 with a
panel
data. Is there a fix for this problem or other tests I can use
instead?
- -search heteroskedasticity, all- (which is likely to be a Stata 8
feature
though) reveals Stata's FAQ:
Since both the Durbin-Watson and Breusch-Godfrey tests relate to serial
correlation, not heteroskedasticity...
Perhaps Stas was thinking of Breusch-Pagan, which indeed deals with H
(at least in one test that pair has proposed).
Kit
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