running xttest2 (Breusch-Pagan)

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running xttest2 (Breusch-Pagan)

nicolas87
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Hi statalist

I want to be able to test for heteroscedasticity (preferably Breusch-Pagan) after running an instrumented regression on an unbalanced panel.

When I use xttest2 after ivreg2 I get the following error:

***********
Error: too few common observations across panel.
no observations
r(2000);
***********

Does anyone now how I can get around this error? Or maybe a command that does work.

Some help would be greatly appreciated