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| From | "Fitzgerald, James" <J.Fitzgerald2@ucc.ie> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: tests of heteroscedasticity and autocorrelation in an fe context |
| Date | Tue, 26 Jun 2012 06:48:21 +0000 |
Hi Statalist users, I am testing a fixed effects model using an unbalanced panel dataset (T = 1 to 20) and wish to determine whether or not the errors are i.i.d. Is there a command in Stata to achieve this? My model spec in Stata is as follows: xtreg ltdbv lnsale tang itang itangdum tax prof mtb capexsa liq ndts yr*, fe Best wishes James * * 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/