Nola Agha wrote:
> I see here:
>
> http://www.stata.com/support/faqs/stat/panel.html
>
> some advice for testing for panel-level heteroskedasticity. Can anyone confirm
> that the null hypothesis for the LR test is "no heteroskedasticity"?
Yes.
> I actually have a dynamic panel data model. I used the above LR test without
> the lagged dv. Does anyone know of a test for heteroskedasticity for dynamic
> panel models?
-findit ivreg2-
-findit ivhettest-
--
Clive Nicholas
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"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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