Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: xtfisher vs pescadf results


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   RE: st: RE: xtfisher vs pescadf results
Date   Sun, 10 Sep 2006 14:49:03 -0500

I would also note that -xtfisher- (as well -levinlin- and -ipshin-) is based
on combining independent tests. It breaks down if cross-sectional
correlation is present.

Scott



*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index