Hi everyone,

I am currently trying to test for heteroskedasticity using an unbalanced panel and FE OLS and RE GLS estimation. Using xttest0 I can perform the Breusch Pagan test for RE with no problem.

However, the Breucsh Pagan xttest2 command for my FE estimation won't work. I was wondering whether this is because my panel is unbalanced?
I get this error command: too few common observations across panel.

How come the brush pagan test works for an unbalanced panel estimated through RE and not FE?