Hi there,
I'm working with panel data and running a regression using reghdfe with fixed effects (code below). As you can see I have been using robust standard errors (as good practice just as much as because of heteroskedasticity) and now as part of my write up am justifying my use of robust standard errors. I want to run something like a BP test or White's test for heteroskedasticity, but cannot find a command that works with the reghdfe regression command. Any help much appreciated!
I'm working with panel data and running a regression using reghdfe with fixed effects (code below). As you can see I have been using robust standard errors (as good practice just as much as because of heteroskedasticity) and now as part of my write up am justifying my use of robust standard errors. I want to run something like a BP test or White's test for heteroskedasticity, but cannot find a command that works with the reghdfe regression command. Any help much appreciated!
Code:
reghdfe ln_demand ln_VED fuelcost08 cylinders displ comb08 gears i.turbocharger i.supercharger ib(3).drive_type ib(3).vehicle_class i.transmission, absorb(make#date model#trim) vce(robust) resid
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