Hi all,
I am having issues running tests for Heteroskedasticity using the command ivhettest, fitlev nr2 after I used ivregress 2sls and I receive the error message 'last estimates not found'
I am using cross sectional survey data and would appreciate any advice on how to resolve this issue. My full code is below:
ivregress 2sls NamVocabTScore i.FiveYrAlchl#i.RltnChild i.ParentalMentalHealth i.ChildTVTime i.ScoldChild i.ParentReadingtoChild i.HousingTenure i.HomeAtmosphere i.LivingAreaSafety i.ParentGeneralHealth i.ParentPartnerAware c.ChildBirthWeight c.ChildGestationalAge i.ChildSex i.ChildEthnicity c.ChildAge i.ChildLongstandingIllness i.ChildSiblings i.ParentEducation (LogFamIncome = ib10.EmplyDepvtn), vce(robust)
estat firststage
estat overid
est store y5
gen eSample = e(sample)
predict resid5, residuals
ivhettest, fitlev nr2
Thanks in advance,
Nitin
I am having issues running tests for Heteroskedasticity using the command ivhettest, fitlev nr2 after I used ivregress 2sls and I receive the error message 'last estimates not found'
I am using cross sectional survey data and would appreciate any advice on how to resolve this issue. My full code is below:
ivregress 2sls NamVocabTScore i.FiveYrAlchl#i.RltnChild i.ParentalMentalHealth i.ChildTVTime i.ScoldChild i.ParentReadingtoChild i.HousingTenure i.HomeAtmosphere i.LivingAreaSafety i.ParentGeneralHealth i.ParentPartnerAware c.ChildBirthWeight c.ChildGestationalAge i.ChildSex i.ChildEthnicity c.ChildAge i.ChildLongstandingIllness i.ChildSiblings i.ParentEducation (LogFamIncome = ib10.EmplyDepvtn), vce(robust)
estat firststage
estat overid
est store y5
gen eSample = e(sample)
predict resid5, residuals
ivhettest, fitlev nr2
Thanks in advance,
Nitin
