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st: RE: Autocorrelation and heteroscedasticity following xtreg
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Autocorrelation and heteroscedasticity following xtreg
Date
Tue, 18 Oct 2011 18:58:42 +0100
As I understand it, the post in question recommends
. findit xtserial
Nick
[email protected]
lreine ycenna
I am running an FE regression using the xtreg command and would like
to test for autocorrelation and heteroscedasticity. An earlier post by
Dr. Baum seems to suggest that bgodfrey, dwatson, durbinalt would not
work for autocorrelation. See
http://www.stata.com/statalist/archive/2011-01/msg00564.html
What would be the best way to run these two tests following xtreg?
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