Dear all,
I'm trying to get some of the typical OLS tests (heteroscedasticity,
normality and missing observations) after a pooled OLS, a between and a
within a between estimations. I also need to look at the estimations with
robust std. errors. For pooled OLS, I ran (respectively) the commands
hettest, jb (on the estimated residuals), and ovtest. My problem started
when running panel data commands. After searching on the web and manuals,
the only command that I could find to do (part of) this is running xttest3
after estimating a fixed effects model, which gives a heteroscedasticity
test after a fixed effects estimation. I could also correct for this with
areg depvar varlist, abs(group) robust. pantest2 gave me a normality test
for the residuals.
I couldn't, however, run any of the three tests, nor getting the robust std.
errors, for the between estimates. And I couldn't get a test for omitted
variables for the fixed effects model.
If anyone has any suggestions on how to get (some of) these tests, they'll
be more than appreciated!
Andrea
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