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: RE: Residual diagnostics for panel data regression


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Residual diagnostics for panel data regression
Date   Mon, 24 Sep 2012 21:34:50 +0100

Silvia,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Silvia Palombi
> Sent: 23 September 2012 22:34
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Residual diagnostics for panel data regression
> 
> Dear Statalisters
> 
> I would like to run diagnostic tests on residuals from a panel data
model - in
> particular normality, serial correlation and heteroskedasticity.
> 
> For normality, -iqr- and -swilk- seemed to work, but the -wntestq-
> Portmanteau test for serial correlation and the -hettest- White
> heteroskedasticity test did not (because the sample includes multiple
> panels).
> 
> Could anyone tell me whether there are any post-estimation commands
> which would allow me to run similar tests on residuals from panel data
> models?

A bit of searching with findit yielded some possibilities:

xttest1
xttest2
xttest3
xtcsd
xtcd
xtserial

-findit [P]- (where [P] is the name of the program above) will tell you
about the program and how to install it.

HTH,
Mark

> 
> Thank you.
> *
> *   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/


-- 
Heriot-Watt University is the Sunday Times
Scottish University of the Year 2011-2012

We invite research leaders and ambitious early career researchers to 
join us in leading and driving research in key inter-disciplinary themes. 
Please see www.hw.ac.uk/researchleaders for further information and how
to apply.

Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


*
*   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