Re: st: heteroskedastisity and panel data problem (again)

["Brian P. Poi" <bpoi@stata.com>]

On Mon, 10 Dec 2007, Marck Bulter wrote:

> The additional option works,
>
> Likelihood-ratio test                                  LR chi2(107)= 
> 9385.67
> (Assumption: nonhetero nested in hetero)               Prob > chi2 = 
> 0.0000
>
> I assume that the null is homoskedasticity?

Marck,

Yes, the null hypothesis of this test is that the errors are 
homoskedastic.

   -- Brian Poi
   -- bpoi@stata.com


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