Panel Data Heteroskedasticity LR Test - Output Conflict

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aycakaratepe
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Joined: Sun Feb 28, 2021 1:57 pm

Panel Data Heteroskedasticity LR Test - Output Conflict

Postby aycakaratepe » Mon Mar 08, 2021 9:41 am

Hi fellows,

for the attached raw data I have, I conducted Heteroskedasticity Test under Residual Diagnostics section.

You will also find attached outputs for cross-section and period tests. However, I am confused with the outputs. If I consider cross-section weight, I have to reject H0, which says that my data is heteroskedastic. On the other hand, if I proceed with period test, I do not have to reject H0, since it is >0.05 and thus, my data does not suffer from heteroskedasticity and which is the desired case.

How should I read the output? Does my data suffer from heteroskedasticity or not?

Any help will be appreciated!

Thanks,
Ayca
Attachments
RoA3.xlsx
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