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help: ghxt                                                        dialog: ghxt
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        +-------+
    ----+ Title +------------------------------------------------------------

    ghxt: Panel Groupwise Heteroscedasticity Tests

        +-------------------+
    ----+ Table of Contents +------------------------------------------------

     Syntax
     Options
     Description
     Saved Results
     References

 *** Examples

     Author

        +--------+
    ----+ Syntax +-----------------------------------------------------------

     ghxt depvar indepvars [if] [in] [weight] , id(#) [ noconstant vce(
     vcetype) ]

        +---------+
    ----+ Options +----------------------------------------------------------


      * id(#) Number of Cross Sections in the Model
 

      noconstant   Exclude Constant Term from Equation

      vce(vcetype) ols, robust, cluster, bootstrap, jackknife, hc2, hc3


        +-------------+
    ----+ Description +------------------------------------------------------

  ghxt computes the following Panel Groupwise Heteroscedasticity Tests.

        * Ho: Panel Homoscedasticity - Ha: Panel Groupwise Heteroscedasticity
                - Lagrange Multiplier LM Test
                - Likelihood Ratio LR Test
                - Wald Test

        +---------------+
    ----+ Saved Results +----------------------------------------------------

  ghxt saves the following Panel Groupwise Heteroscedasticity Tests in r():

   r(lmhglm)       Lagrange Multiplier LM Test
   r(lmhglmp)      Lagrange Multiplier LM Test P-Value
   r(lmhglr)       Likelihood Ratio LR Test
   r(lmhglrp)      Likelihood Ratio LR Test P-Value
   r(lmhgw)        Wald Test
   r(lmhgwp)       Wald Test P-Value

        +------------+
    ----+ References +-------------------------------------------------------

    Greene, William (1993) "Econometric Analysis", 2nd ed., Macmillan
        Publishing Company Inc., New York, USA..

    Greene, William (2007) "Econometric Analysis", 6th ed., Macmillan
        Publishing Company Inc., New York, USA..

    Judge, Georege, R. Carter Hill, William . E. Griffiths, Helmut Lutkepohl,
        & Tsoung-Chao Lee (1988) "Introduction To The Theory And Practice Of
        Econometrics", 2nd ed., John Wiley & Sons, Inc., New York, USA.

    Judge, Georege, W. E. Griffiths, R. Carter Hill, Helmut Lutkepohl, &
        Tsoung-Chao Lee(1985) "The Theory and Practice of Econometrics", 2nd
        ed., John Wiley & Sons, Inc., New York, USA.

        +----------+
    ----+ Examples +---------------------------------------------------------

  clear all

  sysuse ghxt.dta, clear

  db ghxt

  ghxt y x1 , id(4)


==============================================================================
* Panel Groupwise Heteroscedasticity Tests
==============================================================================
  Ho: Homoscedasticity - Ha: Groupwise Heteroscedasticity

- Lagrange Multiplier LM Test     =   5.8261     P-Value > Chi2(3)   0.1204
- Likelihood Ratio LR Test        =   5.5501     P-Value > Chi2(3)   0.1357
- Wald Test                       =   9.8611     P-Value > Chi2(4)   0.0428


        +--------+
    ----+ Author +-----------------------------------------------------------

  Emad Abd Elmessih Shehata
  Assistant Professor
  Agricultural Research Center - Agricultural Economics Research Institute - Eg
> ypt
  Email:   emadstat@hotmail.com
  WebPage:                http://emadstat.110mb.com/stata.htm
  WebPage at IDEAS:       http://ideas.repec.org/f/psh494.html
  WebPage at EconPapers:  http://econpapers.repec.org/RAS/psh494.htm

        +---------------+
    ----+ ghxt Citation +----------------------------------------------------

    Shehata, Emad Abd Elmessih (2011)
    GHXT: "Stata Module to Compute Panel Groupwise Heteroscedasticity Tests"

Online Help:

  lmhreg, lmhreg2, lmhreg3, lmhxt, ghxt. (if installed).