Estat Hettest Stata Help. Lvr2plot This plots leverage against normalized squared residuals known as an L-R plot. Jan 10 2010 Ekrenm In addition to what Eric and Martin have said I should note that the test employed by -ivhettest- as well as Statas -estat hettest- and others I suspect isnt valid after panel data estimation with fixed effects.
Help command_name nonew which displays the help on a separate window called the Viewer. Actually the white option seems to matter rarely if ever in my experience. Help estat szroeter Heres another that sounds magically wonderful.
I usually go -estat hettest- just to have a comprehensive picture.
Xtgls your model your options panels heteroskedastic estimates store het xtgls your model your options loc DF e N_g-1 lrtest het df DF 1. Look at the help file for specific options but generally youll want to do something like this. The syntax itself is simply estat hettest variable1 variableN and can take a number of options. Jan 10 2010 Ekrenm In addition to what Eric and Martin have said I should note that the test employed by -ivhettest- as well as Statas -estat hettest- and others I suspect isnt valid after panel data estimation with fixed effects.
