|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: Diagnostic tests after -xtreg, fe-
There are several questions here. On plots, some
of the plots in the -modeldiag- package may work.
-search modeldiag- for location.
Nick
[email protected]
Johanna Vogel
> I am estimating a simple fixed-effects panel data model in
> Stata 9, and I am trying to carry out the usual diagnostic
> tests afterwards. My regression is
> xi: xtreg growth initial i.year, fe robust cluster(regionid)
>
> I've learned about tests for serial correlation and
> heteroskedasticity. However, I have not found commands for
> Ramsey's Reset test for omitted variables (an analogue for
> -ovtest- after -regress-) and the information matrix test
> that provides a test of skewness and kurtosis (an analogue
> for -imtest- after -regress-).
> Also, is there a way to obtain plots of residuals versus
> fitted values, leverage versus residuals squared and added
> variable plots - i.e. all the usual diagnostic plots that are
> available after -regress-?
*
* 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/
