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st: xtgls, xttest2, xttest3
From
Amin Mohseni <[email protected]>
To
[email protected]
Subject
st: xtgls, xttest2, xttest3
Date
Thu, 15 Apr 2010 12:43:55 -0400
I want to make sure my logic below is correct.
First I am run xtgls with the option panels(correlated) which uses
heteroskedastic and correlated error structure for computing the
standard errors.
Then I run xttest2 and xttest3 I reject the null for both tests
(confirming that I have groupwise hetero and cross-panel correlation)
Now I can trust the results from the xtgls, panels(correlated)
because xttest2 and xttest3 indeed point to groupwise hetero and
cross-panel correlation) which I have included in my xtgls model.
is the reasoning correct?
thanks
amin
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