Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • testing heteroskedasticity for random effects

    Hello,
    How can we test heteroskedasticity after
    Code:
    xtreg y x1 x2 x3,re
    ?

    Thanks

  • #2
    Guest:
    visual inspection of the residual distribution, I would say.
    Last edited by sladmin; 30 Apr 2018, 08:38. Reason: anonymize original poster
    Kind regards,
    Carlo
    (Stata 19.0)

    Comment


    • #3
      Thank you Carlo for your reply, so there is no test for random effects? (for example to test heteroskedasticity after fixed effects we use xttest3 command)

      Comment


      • #4
        Guest:
        https://www.researchgate.net/post/Do...model_in_stata
        Last edited by sladmin; 30 Apr 2018, 08:39. Reason: anonymize original poster
        Kind regards,
        Carlo
        (Stata 19.0)

        Comment


        • #5
          thank you so much Carlo

          Comment

          Working...
          X