<>
" Could you tell me what does this mean and how can I test
heteroscedasticiy after an IV regression with panel data."
You can still use -ivhettest-, just not with the -partial- option to
-ivreg2- present. All these commands are user-written and on -ssc-.
*************
use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta, clear
xi i.year
ivreg2 lw s expr tenure rns smsa _I* (iq=med kww age mrt)
ivhettest, bpg
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Ekrem Kalkan
Gesendet: Sonntag, 10. Januar 2010 21:50
An: [email protected]
Betreff: st: ivhettest
Dear Stata users,
After running a regression with "ivreg2" command, I run "ivhettest"
command for testing for heteroscedasticity. But, I receive the error
below:
. ivhettest, bpg
ivhettest not allowed after ivreg2 with partial (previously fwl) option
Could you tell me what does this mean and how can I test
heteroscedasticiy after an IV regression with panel data.
Thank you.
Ekrem Kalkan
Turkish Competition Authority.
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