Hi everyone,
I am practicing in stata.
But I don't know what the command for heteroskedasticity of panel data is.
Could you please help me for this?


I have a formula, Can i used panel data ?
  1. reg indepvar depvar
  2. predict yhat
  3. predict e, resid
  4. gen e_squ = e^2 / (e(rss)/e(N))
  5. reg e_squ yhat
  6. display "Chi Square (1) = " e(mss) / 2
  7. display "Prob > chi2 = " chi2tail(1, e(mss)/ 2)
=> it same hettest command

Thanks all,