How i check heteroskedasticiy for the fixed- effects model

[Imran]

when i enter the below command
ssc install xtest3
ssc install: "xtest3" not found at SSC, type -findit xtest3-
(To find all packages at SSC that start with x, type -ssc describe x-)
r(601);

[Ahmad Alsaraireh]

hi Imran,

I think you have miss-spelled the name it is ( xttest3) not (xtest3)

Best
Ahmad

[Imran]

xttest3. i apply this code after apply the result

xttest3
unrecognized command: xttest3
r(199);

how i solve it

[Ahmad Alsaraireh]

Hi

just try

ssc install xttest3

then apply it

it should work

Best
Ahmad

[Imran]

H0: sigma(i)^2 = sigma^2 for all i

chi2 (25) = 23243.99
Prob>chi2 = 0.0000

what this result indicate

[Imran]

hi ahmadsar

thx for help

ssc install xttest3
i apply it and it work
after apply it the result are given below

H0: sigma(i)^2 = sigma^2 for all i

chi2 (25) = 23243.99
Prob>chi2 = 0.0000

so what the result indicate

[Ahmad Alsaraireh]

it indicates that you have heteroskedasticity so you need to use the option robust to correct for it.

e.g xtreg y x1 x2 ....., fe r the r is the robust option.


Best
Ahmad Saraireh

[Marcos Almeida]

Graphics (scatterpolots with fitted, predicted and residual values, as well as qqplots) are a nice option.