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| From | Madalina Constantin <con_madalina@yahoo.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Test for heteroscedasticity in panel data in STATA |
| Date | Wed, 26 Jun 2013 07:16:01 -0700 (PDT) |
Dear all, I have a panel dataset with 104 companies during the period 2006-2011. For my analysis I have to run 2 regression models in STATA, since I have 2 dependent variables. For the first one I use a Random-effects GLS regression for panel data : xtreg, dep ind , re For the second model with count variable I use Random-effects negative binomial regression for panel data(since I have a problem of overdispersion Poisson regression is not ok): xtnbreg dep ind, re I can`t find a STATA command to test for heteroscedasticity , since the normal command of the Breush-Pagan test does not work here. I tried: estat hettest The output I get is "invalid subcommand hettest" Can someone please help me with this? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/