what is the command for Heteroskedasticity of panel data in stata?

[ThongKe Club]

Hi everyone,
I am practicing in stata.
But I don't know what the command for heteroskedasticity of panel data is.
Could you please help me for this?


I have a formula, Can i used panel data ?

1. reg indepvar depvar
2. predict yhat
3. predict e, resid
4. gen e_squ = e^2 / (e(rss)/e(N))
5. reg e_squ yhat
6. display "Chi Square (1) = " e(mss) / 2
7. display "Prob > chi2 = " chi2tail(1, e(mss)/ 2)

=> it same hettest command

Thanks all,

[Carlo Lazzaro]

ThongKe:
see https://www.statalist.org/forums/for...ndent-variable

[ThongKe Club]

ThongKe:
see https://www.statalist.org/forums/for...ndent-variable

Thank you so much @Carlo Lazzaro

I know xttest0, xttest2, xttest3. But i don`t know command heteroscedasticity test for Pooled Mean Group model, Mean Group, Dynamic Fixed Effect.
https://www.statalist.org/forums/for...command-thanks

I want to know , how to calculate on panel data. I can test it by the formula.

[Carlo Lazzaro]

ThongKe:
unfortunately, I do not know.
A possible solution is a visual inspection of residual distribution or imposing a robust-clustered standard errors by default.

[ThongKe Club]

Dear Carlo,
That's very useful information for me.
Thank you so much, sir!

Best regards,
Thongke Club

[ThongKe Club]

Dear Carlo,
That's very useful information for me.
Thank you so much, sir!

Best regards,
Thongke Club

[Carlo Lazzaro]

ThongKe:
Carlo is enough (sir makes me feel older than I am!), Thanks.