----- Original Message -----
From: "Kimberley Tran" <[email protected]>
To: <[email protected]>
Sent: Wednesday, September 17, 2003 8:39 PM
Subject: st: diagnostics in cross-sectional time series
> Hello Everyone,
>
> May I ask for help in diagnostic commands for cross-sectional time series
> estimation?
> 1) Model specification: in other programs (Shazam) I've used the Ramsey Resest
> test to test for specification of linear regression estimations. Is there a
> corresponding specification command in Stata for cross-sectional time series.
>
> 2) How does one test for autocorrelation, and heteorscedasticity with
> cross-sectional time series?
>
> Thank you for your inputs.
>
> K
In addition to Stata written -xttest0- and -hausman- there are a number of user
written commands.
"findit test panel" will bring up a several different tests appropriate for
panel data.
Hope this helps,
Scott
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
