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st: pantest2

From   Christopher F Baum <>
Subject   st: pantest2
Date   Sat, 15 May 2004 09:07:27 -0400

pantest2 is one of those very old routines placed on SSC before I required that all submissions have a .hlp file. However its use is fairly obvious.

webuse grunfeld
xtreg invest mvalue kstock,fe
pantest2 year

pantest2 requires one argument: the name of the time variable in the tsset command. A modern version of this command would recover that from the internals.

The test for significance of fixed effects is provided by xtreg,fe in modern Stata. The test for normality is merely an sktest on the fixed effects residual series.

There is a comment in the code that the test for independence is strictly only valid for balanced panels. A modern version of the command would enforce that constraint (or provide a warning to that effect).


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