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]

st: tests of heteroscedasticity and autocorrelation in an fe context


From   "Fitzgerald, James" <J.Fitzgerald2@ucc.ie>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: tests of heteroscedasticity and autocorrelation in an fe context
Date   Tue, 26 Jun 2012 06:48:21 +0000

Hi Statalist users,

I am testing a fixed effects model using an unbalanced panel dataset (T = 1 to 20) and wish to determine whether or not the errors are i.i.d.

Is there a command in Stata to achieve this?

My model spec in Stata is as follows:

xtreg ltdbv lnsale tang itang itangdum tax prof mtb capexsa liq ndts yr*, fe

Best wishes

James
*
*   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