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Re: st: ...test after panel model estimates...


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ...test after panel model estimates...
Date   Mon, 19 Apr 2004 09:47:55 -0500

At 04:37 PM 4/19/2004 +0200, fabiopericolini@fastwebnet.it wrote:
Hi all,
I have performed a panel model and I would test some hypothesis like homegeneity,
collinearity .... but the usuals commands I use with the linear regression
(hettest, whitetst , vif......) don't be allowed for the panel model in
Stata. How I can do??
There was a discussion of multicollinearity diagnostics when not using OLS back on Dec. 10; it starts at

http://www.stata.com/statalist/archive/2003-12/msg00333.html

I don't know if panel data raises any unique issues, but in other cases you handle multicollinearity pretty much the same way regardless of whether you are using OLS, probit, logit, etc. Multicollinearity involves the Xs, not the Y. So, you could run the user-written routine -collin-. Or, you could even just use regular OLS (ignoring the parameter estimates) and use commands like -vif- afterwards. That thread suggested other options as well.


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Richard Williams, Notre Dame Dept of Sociology
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