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st: RE: Diagnostic tests after -xtreg, fe-


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Diagnostic tests after -xtreg, fe-
Date   Tue, 8 Aug 2006 23:04:58 +0100

There are several questions here. On plots, some 
of the plots in the -modeldiag- package may work. 
-search modeldiag- for location. 

Nick 
n.j.cox@durham.ac.uk 

Johanna Vogel
 
> 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-?

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