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st: Diagnostic tests after -xtreg, fe-


From   "Johanna Vogel" <johanna.vogel@gmx.at>
To   statalist@hsphsun2.harvard.edu
Subject   st: Diagnostic tests after -xtreg, fe-
Date   Mon, 07 Aug 2006 19:07:35 +0200

Dear Statalist,

I am estimating a simple fixed-effects panel data model in Stata 9, and I am trying to carry out the usual diagnostic tests afterwards. My regression is
xi: xtreg growth initial i.year, fe robust cluster(regionid)

I've learned about tests for serial correlation and heteroskedasticity. However, I have not found commands for Ramsey's Reset test for omitted variables (an analogue for -ovtest- after -regress-) and the information matrix test that provides a test of skewness and kurtosis (an analogue for -imtest- after -regress-).
Also, is there a way to obtain plots of residuals versus fitted values, leverage versus residuals squared and added variable plots - i.e. all the usual diagnostic plots that are available after -regress-?

Many thanks for your help, it would be much appreciated.
Yours sincerely,
Johanna Vogel.
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