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st: Heterokedasticity Test after -xtreg, re or fe- and -xtivreg, re or fe-


From   Kelvin Tan <[email protected]>
To   [email protected]
Subject   st: Heterokedasticity Test after -xtreg, re or fe- and -xtivreg, re or fe-
Date   Sat, 7 Nov 2009 23:49:43 +1000

Hi All,

I do understand that we can perform a heteroskedaticity test after
-ivreg2- with -ivhettest-. However,
I would like to know if I can perform heteroskedasticity tests after
each of the following estimation models : -xtreg, re-, -xtreg, fe-,
-xtivreg, re- and -xtivreg, fe- .

I followed the following link, and found that I might be able to use
-xttest3- after -xtreg,fe-. If that is right,  then how can I perform
heteroskedasticity tests after three other estimation methods: -xtreg,
re-, -xtivreg, re- and -xtivreg, fe- .

http://www.stata.com/statalist/archive/2008-07/msg00636.html

Thanks in advance.

Regards,
Kelvin
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