[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Autocorrelation and heteroscedasticity following xtreg
Hello,
I am running an FE regression using the xtreg command and would like
to test for autocorrelation and heteroscedasticity. An earlier post by
Dr. Baum seems to suggest that bgodfrey, dwatson, durbinalt would not
work for autocorrelation. See
http://www.stata.com/statalist/archive/2011-01/msg00564.html
What would be the best way to run these two tests following xtreg?
Thanks.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/