I understand that the commands of lrtest and xtserial can be used to
test heteroskadesticity and autocorrelation respectively for linear
panel model. However, I use xtnbreg for my model, which is nonlinear and
panel. Can I use lrtest and xtserial to test heteroskadesticity and
autocorrelation as well?
Any light shed on this will be highly appreciated.
Wish you a great happy new year!
Pingping Song
Georgia State University
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