heteroskedasticity test unbalanced panel data
Posted: Mon Jan 03, 2022 7:08 am
hello,
I have an unbalanced panel dataset with 1909 cross-section (firms) for the between of 2002 to 2018. I tried to estimate the fixed effect model and I chose cross-section weight in GLS weights, I tried to do the heteroskedasticity test in the residual diagnostics for the equation titled "eq01" in the workfile attached, ln_q_ c gamma_ia_t_1__k_t_ ln_at_ ln_eps_1_ ln_size_ ln_csh_ ln_tra_
I received an error message "command not allowed under local sample".
Could you advice what I have done incorrectly?
thanks,
Yin
I have an unbalanced panel dataset with 1909 cross-section (firms) for the between of 2002 to 2018. I tried to estimate the fixed effect model and I chose cross-section weight in GLS weights, I tried to do the heteroskedasticity test in the residual diagnostics for the equation titled "eq01" in the workfile attached, ln_q_ c gamma_ia_t_1__k_t_ ln_at_ ln_eps_1_ ln_size_ ln_csh_ ln_tra_
I received an error message "command not allowed under local sample".
Could you advice what I have done incorrectly?
thanks,
Yin