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Re: st: Test for AR in panel data, Stata 7
> I am not able to use the dwstat or bgtest tests in Stata 7 with a panel
> data. Is there a fix for this problem or other tests I can use instead?
-search heteroskedasticity, all- (which is likely to be a Stata 8 feature
though) reveals Stata's FAQ:
http://www.stata.com/support/faqs/stat/panel.html. See if that works, at
least when you believe in random effects.
--- Stas Kolenikov
-- Ph.D. student in Statistics at UNC-Chapel Hill
- http://www.komkon.org/~tacik/ -- Stas.Kolenikov@unc.edu
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