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st: RE: imtest for panel data runs

From   Nick Cox <>
To   "''" <>
Subject   st: RE: imtest for panel data runs
Date   Fri, 29 Jul 2011 16:47:39 +0100

-estat imtest- is not listed at -help xtreg postestimation- as available for your situation. 

What would the test look like, in any case? How would different panels be combined? What literature reference can you supply for that case? 

Note your missed syllable: heteroscedasticity. (Some people want "heteroskedasticity", but everyone agrees on how many syllables.) 


Reddy, Colin

I am trying to run a "estat imtest" after I run a the xtreg but get "invalid subcommand imtest". I wish to get results for heteroskedacity among others. I am new to Stata.

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