Estat Hettest Panel Data. Feb 04 2020 The default for estat hettest uses the fitted values of the dependent variable to test for heteroskedasticity. Difference of difference x t-x t1-x t1 t2.
Jan 11 2021 -estat hettest- checks for violation in the normality of residuals distribution no matter if you plug in a squared or higher term in your equation as you can see from the following toy-example where in both cases the null is rejected as evidence of heteroskedasticity. After running hausman test i found fix effect reg is appropriate. The issue of my analysis is to find out if there is any difference in.
The below results will appear.
You could test for heteroskedasticity involving one variable in the model several or all the variables or even variables that are not in the current model. Or variables that change over time but not across entities ie. My question is there any single command. Youll need to test it differently using the xtgls command.
