Hi,
I run the Breusch-Pagan Lagrange multiplier test for heteroscedasticity after a random effects panel model.
However, it does not work in STATA - I get the error message
last estimates not found
r(301);
Is the bpagan test not feasible after the xtreg command (ie can it only be used after the regress command?)? I read in several papers that
people used it after the xtreg command, too.
If feasible, do I have to store the estimates before running the bpagan option? If so, how?
Thanks,
Patricia
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