Testing for heteroskedasticity in a random effects panel modell

[Fernando Lopez]

Im looking to test my data for heteroskedasticity running a random effects GLS regression on a panel data set. I could only find advice on how to test that for fixed effects and am thus unsure if i should assume heteroskedascticity and use robust standard errors. Looking at the underlying data there might be a slight trend for some variables but nothing i am sure of by looking at it with bare eyes.

[Andrew Musau]

and am thus unsure if i should assume heteroskedascticity and use robust standard errors

Robust standard errors (i.e., -cluster(panelvar)- in panel data) are valid under both the assumptions of homoskedasticity and heteroskedasticity. Therefore, there is no need to conduct a test to validate the use of these standard errors.