How To Perform LM test and LR test on FEM (Panel Data)

[edo_recoba]

Hello all,

I have six variabel that estimated using FEM, since the result seems unsatisfy. I want to perform LM test (to test heteroscedatic) and LR test (to test autocorrelation) to determine GLS weight. Is there anyone to tell me how to perform this test on Eviews 6:

the Equation:
Dcovar = CAR + ROA + NPL + NIM + LDR + ATMR_TA


Thanks

[EViews Glenn]

http://forums.eviews.com/viewtopic.php? ... 224#p16128

or alternately, just use a robust standard error.