plmhetexog estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of exogenous variables
plmhetmean estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of the mean. We use the replication technique to estimate the variance functions.
plmhett estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of nonparametric variables