Hello everyone, I am new to this forum.
I would like to test my panel data model for Heterskedasticity and so would like to run a Breusch-Pagan test using the xttest2 command. However, whenever I try to run the command, I get the Error: "too few common observations across panel. no observations". I would like to know how I can fix this issue so I can run the xttest2 or I would like to know how I can maually run a test for heteroskedasticity in panel data as this is for my thesis and I have to show the tests. Any input would be greatly appreciated.