At 03:34 AM 8/9/2005 +0100, Joel Virgen Rojano wrote:
How can I check for autocorrelation and heteroskedasticity if I have
estimated a panel data with instruments using the command "ivreg"? I've
tried "hettest" and "whitetst" for Heteroskedasticity and "xtserial" for
autocorrelation but it seems that either these commands do not apply to
the case or I'm not using them properly.
I don't know if this can get you in the ballpark or not, but take a look:
http://www.stata.com/support/faqs/stat/panel.html
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Richard Williams, Notre Dame Dept of Sociology
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