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We can type.. xtgls depvar indepvars, igls panels (heteroskedastic). estimates store hetero. to fit the model with panel-level heteroskedasticity and save the likelihood. We can fit the model .

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Feb 23,  · Some datasets are simply more prone to heteroscedasticity than others. How to Fix Heteroscedasticity. There are three common ways to fix heteroscedasticity: 1. Transform .