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st: Specification tests and mi


From   "Filipe Grilo" <fgrilo12@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Specification tests and mi
Date   Tue, 21 Feb 2012 10:55:17 -0000

Hi everyone,

I'm doing a regression in STATA 11 using panel data, in which I've used
multiple imputation in order to fill some variables.

After the multiple imputation and estimation, I would like to perform some
post-regression tests, as for example to test the existence of
heteroskedasticity, autocorrelation and tests for omitted
variables/structure (RESET Test).

However, does STATA let those tests to take under appreciation the fact that
this database is imputed, as he does in the estimation by introducing the mi
estimate command? I.e. is it necessary to introduce some kind of
modification in the test commands?

Thank you for your attention. 

Best regards,

Filipe Grilo

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