Re: st: heteroskedasticity test in panel data

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Greetings

  I wonder if this would help...

. set matsize 800

  (or select another number in place of 800).

Hope that helps,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-07-26 7.57 PM, Jing Zhou wrote:
> 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
>
>
>
>
>
> *
> *   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/
*
*   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/