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, is already up and running.

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

Re: st: Fixed Effects

From   Nick Cox <>
Subject   Re: st: Fixed Effects
Date   Mon, 26 Nov 2012 19:27:09 +0000

To -predict- residuals after -xtreg-, you will need to specify an
appropriate option.


On Mon, Nov 26, 2012 at 7:18 PM, donsaane dontsi <> wrote:
> this small article explains you everything you want to know about test.
> this is the test for heteroskedacticity:
>  Breusch-Pagan test :
> xtreg y x1 x2 ..., fe/re  (régression)
> predict résidus  (récupère les résidus)
> gen résidus2 = résidus^2  (génère les résidus carrés)
> reg résidus2 x1 x2 ...  (régression des résidus sur les variables explicatives)

 Amirhossein Moharreri <>

> I've got a problem in estimation of a fixed effects model. I am
> estimating a fixed effects panel data model. I would appreciate it if
> someone could help me in:
> 1-how should I test the results for Heteroskedasticity and Serial Correlation.
> 2- Additionally, I have seen fixed effects GLS (FEGLS) specification
> in the book: "Econometric Analysis of Cross Section and Panel Data,
> 2001, by Jeffrey M. Wooldridge, page 276". Therefore I was wondering
> if I could be informed about a command in Stata which could estimate
> my model based on this specification.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index