Hi!
According to Baltagi, under nonspherical disturbances, the proper test
to perform to test poolability of data is the Roy-Zellner test.
What modles are available in stata 8 to perform the test.
--
Abhijit Sarkar
UGC Senior Research Fellow (Economics)
Department of Humanities and Social sciences
IIT Bombay
Mumbai, Maharashtra
India, 400076
Alternate E-Mail ID: [email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/