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| From | nicolas87 <nicolas.francois@hotmail.nl> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Breusch-Pagan test after a fixed-effects panel estimation |
| Date | Wed, 10 Apr 2013 07:42:10 -0700 (PDT) |
Dear statalist, I want to check for heteroscedasticity after performing an fixed effects estimation on my unbalanced panel. -xttest2- doesn't work for me because I have 2 time observations over 308 individuals. Is there a command I can use? It's definitly possible to calculate the test statistic if T<N; I've seen it in other papers* my subject. (yardstick competition between municipalities) * • Revelli, F. (2002a) Local taxes, national politics and spatial interactions in English district election results, European Journal of Political Economy, 18, 281-99. • Finken, Jan (2009) : ‘Yardstick competition in German municipalities’, FiFo-CPE discussion papers, No. 09-3, <http://econstor.eu/bitstream/10419/29691/1/617281254.pdf>.(13/01/13). • Bosch, N., & Sole´-Olle´, A. (2007), Yardstick competition and the political costs of raising taxes: An empirical analysis of Spanish municipalities. International Tax and Public Finance, 14(1), 71–92. -- View this message in context: http://statalist.1588530.n2.nabble.com/Breusch-Pagan-test-after-a-fixed-effects-panel-estimation-tp7580341.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/