Test for heteroscedasticity and autocorrelation after SUREG command (seemingly unrelated regression)

[Muhammad Ibrahim Shah]

Dear community,

I have run a SUREG model and wanted to get some diagnositic tests such as test of heteroscedasticity and autocorrelation. But when I put estat hettest , estat dwatson, the output say they are unrecognised (i did not do any mistake in putting the right command). How can i therefore get heteroscedasticity and autocorrelation after running SUREG? I get Breusch-Pagan test of independence when i specify sureg, corr but i dont believe this is heteroscedasticity test, is it?

[Fei Wang]

-sureg- can neither test heterosk nor estimate robust standard errors. You may try a user-written command -suregr- after running -sureg-. More details: https://www.statalist.org/forums/for...reg-estimation.