Dear community,
I have run a SUREG model and wanted to get some diagnositic tests such as test of heteroscedasticity and autocorrelation. But when I put estat hettest , estat dwatson, the output say they are unrecognised (i did not do any mistake in putting the right command). How can i therefore get heteroscedasticity and autocorrelation after running SUREG? I get Breusch-Pagan test of independence when i specify sureg, corr but i dont believe this is heteroscedasticity test, is it?
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