Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | joales salbdralor <joalessakafiora@googlemail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: heteroscedasticity in dymamic fixed effects (or LSDV) models |
Date | Sat, 9 Jun 2012 19:35:25 +0100 |
HI all, I have a usual panel data set on some variables that evolve across time and countries. I set up a dynamic panel fixed effects model and I test for heteroscedasticity using xttest3. So my next step is to use xtreg dependent variable, lagged dependent, rest variables , fe cluster(id) where id is the usual panel identifier. Checking for heteroscedasticity (using again xttest) I still find that I have heteroscedasticity. IS there any problem in my approach? thanks * * 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/