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Re: st: Autocorrelation and heteroscedasticity following xtreg
From
lreine ycenna <[email protected]>
To
[email protected]
Subject
Re: st: Autocorrelation and heteroscedasticity following xtreg
Date
Wed, 19 Oct 2011 04:57:53 +0100
I suppose one cannot test for autocorrelation and heteroscedasticity
following xtreg then...
On 18 October 2011 17:19, lreine ycenna <[email protected]> wrote:
> Hello,
>
> 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?
>
> Thanks.
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