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Re: st: Test for AR in panel data, Stata 7


From   Stas Kolenikov <skolenik@email.unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Test for AR in panel data, Stata 7
Date   Mon, 2 Feb 2004 14:06:22 -0500 (EST)

> 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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