I try to test the heteroskedasticity of my model. However, it still returns an error saying "PanelEffectsResults' object has no attribute 'resid'". I don't know how to fix this.
I used the following code to build the model:
#training and testing set
X_train, X_test, Y_train, Y_test = train_test_split(X,Y1, test_size =0.20, random_state= 8)
#creating an instance
regression_model= LinearRegression()
#fit
regression_model.fit(X_train, Y_train)
#predict
y_predict = regression_model.predict(X_test)
#Add the constant
X = sm.add_constant(X)
model = PanelOLS(Y,X, entity_effects=True)
est = model.fit()
est
#Homoscedasticity
diag.het_breuschpagan(est.resid, est.model.exog, retres=False)
How do I get my resid?
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