Dear Statalisters,
Good morning to you all.
I am trying to run xttest2 after a fixed effects (xtreg varlist, fe)
estimation. I get an error message "version 8.2 not supported", and I guess
it may be because I've got version 8.0.
Does anyone know if it's possible to sort this out in my version?
What about pantest2? Is this still available? I haven't been able to find it
anywhere (only in Christopher Baum's May 15 email, copied below).
Any hint would be more than appreciated
Andrea
----- Original Message -----
From: "Christopher F Baum" <[email protected]>
To: <[email protected]>
Sent: Saturday, May 15, 2004 2:07 PM
Subject: st: pantest2
> pantest2 is one of those very old routines placed on SSC before I
> required that all submissions have a .hlp file. However its use is
> fairly obvious.
>
> webuse grunfeld
> xtreg invest mvalue kstock,fe
> pantest2 year
>
> pantest2 requires one argument: the name of the time variable in the
> tsset command. A modern version of this command would recover that from
> the internals.
>
> The test for significance of fixed effects is provided by xtreg,fe in
> modern Stata. The test for normality is merely an sktest on the fixed
> effects residual series.
>
> There is a comment in the code that the test for independence is
> strictly only valid for balanced panels. A modern version of the
> command would enforce that constraint (or provide a warning to that
> effect).
>
> Kit
>
> *
> * For searches and help try:
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>
*
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