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st: Residual diagnostics for panel data regression
From
Silvia Palombi <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Residual diagnostics for panel data regression
Date
Sun, 23 Sep 2012 22:34:15 +0100
Dear Statalisters
I would like to run diagnostic tests on residuals from a panel data model - in particular normality, serial correlation and heteroskedasticity.
For normality, -iqr- and -swilk- seemed to work, but the -wntestq- Portmanteau test for serial correlation and the -hettest- White heteroskedasticity test did not (because the sample includes multiple panels).
Could anyone tell me whether there are any post-estimation commands which would allow me to run similar tests on residuals from panel data models?
Thank you.
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