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st: xtivreg,re - check linearity assumption
From
"Daniel Schalling" <[email protected]>
To
<[email protected]>
Subject
st: xtivreg,re - check linearity assumption
Date
Mon, 5 Dec 2011 11:46:50 +0100
Dear Statalis
I did a xtivreg,re with 75 groups, 60 time intervals (days), 90 exogenous
variables and 1 endogenous variable with 1 instrument. After estimating the
model I want to check the linearity assumptions.
After an usual regression you can do this with the - acprplot - command.
How to deal with that after a xtivreg,re? Is there a similar command? I made
a research about this, but I didn't find anything.
I tried to deal with it like that, but I'm not sure whether that's ok:
xtivreg y x1 (x2 = z), re
predict resid, ue
twoway (scatter resid x1) (lfit resid x1) (lowess resid x1)
--> if in the graph is a clear violation of the linear assumption is
visible, I'll take a closer look at the variable x1
Thanks for any suggestion,
Daniel.
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