The spatial Stata manual (https://www.stata.com/manuals/sp.pdf) makes clear that heteroskedasticity is a problem in spatial analyses. It causes estimates to be inconsistent. Yet, I can't figure out a way to test for heteroskedasticity after specifying a model with spxtregress. Predict, resid and predict, xb don't work. Nor do rvfplot (to plot residuals vs. fitted values) and estat hettest (for the Breusch-Pagan Test).
Any idea how I can check for heteroskedasticity? Please let me know.
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