White Test for heteroskedasticity error.

[Jat Tancangco]

Good day, I'm new to this forum and new to stata as well. I'm runnung a regression (with 6-7 variables) with cross-sectional data. However, everytime I type "imtest white" after regressing, it says varlist not allowed. I don't know what is causing it. What does the error mean and how do I fix it?

Thanks in advance,
JAT

[Andrew Musau]

What you want is

estat imtest, white

What I recommend to my students is to specify robust standard errors at all times because these are also valid under the assumption of homoscedasticity. Then you need not perform this test.

[Jat Tancangco]

Thank you very much.