heteroskedasticity test unbalanced panel data

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yinchen
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Joined: Sun Jan 02, 2022 8:49 am

heteroskedasticity test unbalanced panel data

Postby yinchen » 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
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