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st: RE: diagnostic tests after fe regression


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: diagnostic tests after fe regression
Date   Thu, 5 May 2005 08:53:20 -0500

What diagnostic tests do you want?

-findit panel data test- and -findit fixed effects test- bring up various
possibilities, such as:

-xtserial- Testing for serial correlation in linear panel-data models

-xttest2- Breusch-Pagan LM test for cross-sectional correlation in fixed
effects model

-xttest3- A modified Wald statistic for groupwise heteroskedasticity

And various panel unit root tests.

Hope this helps,
Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Katharina Plueck
> Sent: Tuesday, May 03, 2005 4:54 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: diagnostic tests after fe regression
> 
> After I have run a fixed-effects regression in STATA with the xtreg...,fe
> command. Which diagnostic tests do I have to run with the saved residuals.
> And what are the commands for them?
> 


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