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| From | "Jing Zhou" <jing.zhou@rmit.edu.au> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: heteroskedasticity test in panel data |
| Date | Tue, 27 Jul 2010 12:57:52 +1000 |
Dear All,
I am going to test the heteroskedasticity in my panel data. by using the recommended commands on FAQ which are specified as:
xtgls..., igls panels (heteroskedastic)
estimates store hetero
xtgls...
local df=e (N_g)-1
lrtest hetero., df ('df')
the result shows wrong information as "matsize too small - should be at least 621". Could you please advise me what is the potential cause to this problem? and how can i refine it?
Many thanks!
Jing
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