At 01:27 AM 8/11/2005 +0100, Joel Virgen Rojano wrote:
How to check for heteroskedasticity and autocorrelation if I estimated a
panel data model with fixed effects using "xtreg". Many thanks in advance.
Perhaps this will work or can be adapted to your purpose:
http://www.stata.com/support/faqs/stat/panel.html
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Richard Williams, Notre Dame Dept of Sociology
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