Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Test for Heteroscedasticity in Clusterd Regression


From   Christian Weiss <[email protected]>
To   [email protected]
Subject   st: Test for Heteroscedasticity in Clusterd Regression
Date   Sat, 6 Jun 2009 21:32:10 +0200

Dear Statalisters,

I would like to test my regression for heterscedasticity using
hettest. Unforunately, I am usinger a cluster variable for the
regression, which leads to hettest not working.
( . hettest - hettest not appropriate after robust cluster())

Is there any alternativ test I could your, maybe even in combination
with ivregress? (hettest does not seem to work in combination with
ivregress, neither)

Best regards
Chris
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index