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Re: st: Heteroskedasticity and autocorrelation in random effects model


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Heteroskedasticity and autocorrelation in random effects model
Date   Wed, 10 Aug 2005 20:16:27 -0500

At 01:27 AM 8/11/2005 +0100, Joel Virgen Rojano wrote:
How to check for heteroskedasticity and autocorrelation if I estimated a panel data model with fixed effects using "xtreg". Many thanks in advance.
Perhaps this will work or can be adapted to your purpose:

http://www.stata.com/support/faqs/stat/panel.html


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Richard Williams, Notre Dame Dept of Sociology
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