Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: Autocorrelation and heteroscedasticity following xtreg


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Autocorrelation and heteroscedasticity following xtreg
Date   Wed, 19 Oct 2011 08:38:28 +0100

To spell it out for all interested: Kit recommended 

. findit xtserial 

If you do that you will find references not only to a user-written command -xtserial- but also to an FAQ on autocorrelation and heteroscedasticity for panels. 

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

lreine ycenna

ops OK I missed the part - xtserial.

On 19 October 2011 04:57, lreine ycenna <lreine.ycenna@gmail.com> wrote:

> I suppose one cannot test for autocorrelation and heteroscedasticity
> following xtreg then...

On 18 October 2011 17:19, lreine ycenna <lreine.ycenna@gmail.com> wrote:

>> 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?

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index