st: Check heteroskedasticity after ivregress gmm

[Aksorn Lueanyod <mraon@hotmail.com>]

Dear all,

I am doing the estimation by using GMM with the robust Newey-West HAC variance

Does anyone know the command to check heteroskedasticity after the command (STATA 12)
ivregress gmm y (endo = iv) X ,vce(hac nw opt) ....(1)

I know that the command "ivhettest" is work after ivreg2
So, I try to replicate (1) by using 
ivreg2 y (endo = iv) X ,gmm robust bw(#) ... (2)

"ivhettest" is work but I have to put # as a number that received from automatic lag choosing by Bartlett kernel� from (1)
(I tried bw(#) as bw(auto), it didn't work)

Please suggest the command to check heteroskedasticity for (1) or the command that (2) can choose automatic lag.
Thank you in advance

Best regards,
Aksorn 		 	   		  

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