Statalist The Stata Listserver


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

st: How to test heteroskedastic and autocorrelation in fixed effect model.


From   "Keynes M. Smith" <[email protected]>
To   [email protected]
Subject   st: How to test heteroskedastic and autocorrelation in fixed effect model.
Date   Fri, 20 Apr 2007 10:04:41 +0100

Hi,

I try to search for command in Stata to test for heteroskedastic and
autocorrelation

but I can't found the command that can test on fixed effect model and
suitable with my data.

(I try to use -xtserial- to test for serial correlation but I don't
think it test on fixed effect model)

The model that I work on consist of 16 years, 10 countries and 12 variables.

So, I think I can't use xttest3 to test the model.

Besides, if the result is the model have heteroskedastic and/or
autocorrelation, how can I correct it?

Thanks

A. Sura
*
*   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