Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
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 05:01:01 +0100
ops OK I missed the part - xtserial.
On 19 October 2011 04:57, lreine ycenna <[email protected]> wrote:
> 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.
>> *
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
>>
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/