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RE: st: RE: xtfisher vs pescadf results


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: xtfisher vs pescadf results
Date   Sun, 10 Sep 2006 14:49:03 -0500

I would also note that -xtfisher- (as well -levinlin- and -ipshin-) is based
on combining independent tests. It breaks down if cross-sectional
correlation is present.

Scott



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