Dear Kimberley,
I have used:
For a fixed effects model I have used
xtregar..........., fe lbi
To test for autocorrelation (lbi option gives you the modified Durbin
Watson test)
And;
whitetst (after the regression is performed)
To test for heteroskedasticity.
Good luck,
Lola
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Richard
Goldstein
Sent: 18 September 2003 13:32
To: [email protected]
Subject: Re: st: diagnostics in cross-sectional time series
using Stata's search facility (under) help
will find -ovtest- among other things
(search for Ramsey)
Rich Goldstein
Kimberley Tran wrote:
>
> 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
>
> *
> * 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/
*
* 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/
*
* 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/
