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st: RE: RE: imtest for panel data runs

From   "Reddy, Colin" <>
To   "" <>
Subject   st: RE: RE: imtest for panel data runs
Date   Fri, 29 Jul 2011 16:23:10 +0000

I was thinking of doing some of the typical tests that one does to check if one meets the assumptions of linear regression in the xtreg routine......mine is panel data....I am a bit stuck here.

In the literature I have read of simple collinearity tests performed by checking pairwaise correlations. Baltagi Wu seems to be a test for autocorrelation of unbalanced data.

Other tests I was thinking of is linearity.


From: [] on behalf of Nick Cox []
Sent: 29 July 2011 05:47 PM
To: ''
Subject: st: RE: imtest for panel data runs

-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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