Dear all,
I am estimating a panel model, and need to test for heteroscedasticity and
correct for it. Both pooled OLS and between effects are fine, but I could
not figure out how to test and how to then control for heteroscedasticity on
a between model. I tried to replicate the between by estimating an OLS over
the means, but the output is not exactly the same and I'm not sure what
could be wrong...
On a similar note, I'd also need to run an omitted variables test, but
ovtest is only running after the regress (or anova) command, and could not
find an omitted variables test for panel models.
I'd appreciate any ideas you may have
Thanks!
Andrea
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