Hi, everyone!
I'm happy to find this forum as a student in master course.

I want to ask 2 questions as below.

1. I want to use FGLS or WLS in my model.
But in advance, i heard that there is difference between FGLS and WLS(heteroskedasticity shapes of residuals)
So i want to check the residuals after OLS to decide which model i should use.

Is there any command for it in STATA?

2. And I tried to solve heteroskedasticity problem in OLS so i used WLS and FGLS instead.
But even though i applied these models to my data, the result of hettest rejected null hypothesis.
In this situation, what should i do more??


Thank you in advance.