Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Test for AR in panel data, Stata 7


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Test for AR in panel data, Stata 7
Date   Mon, 2 Feb 2004 14:06:22 -0500 (EST)

> I am not able to use the dwstat or bgtest tests in Stata 7 with a panel
> data.  Is there a fix for this problem or other tests I can use instead?

-search heteroskedasticity, all- (which is likely to be a Stata 8 feature
though) reveals Stata's FAQ:
http://www.stata.com/support/faqs/stat/panel.html. See if that works, at
least when you believe in random effects.

 ---                                    Stas Kolenikov
 --       Ph.D. student in Statistics at UNC-Chapel Hill
 - http://www.komkon.org/~tacik/  -- [email protected]

* This e-mail and all attachments to it are not intended to provide any
* reasonable point of view and was transmitted to you in error. It
* should be immediately deleted by all recipients unless they really
* enjoy communicating with the author :). Other restrictions apply.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index