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st: RE: diagnostic tests after fe regression
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
-xttest3- A modified Wald statistic for groupwise heteroskedasticity
And various panel unit root tests.
Hope this helps,
> -----Original Message-----
> From: firstname.lastname@example.org [mailto:owner-
> email@example.com] On Behalf Of Katharina Plueck
> Sent: Tuesday, May 03, 2005 4:54 PM
> To: firstname.lastname@example.org
> 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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