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  • Diagnostic Tests in a Random Effects Model

    Hi All,

    I'm working with a random effects model with a specification as follows:
    Code:
    xtreg y x1 c.x2##c.x2 x3, re
    I would like to test for the presence of (1) heteroskedasticity (2) serial correlation (3) stationarity (unit root) and (4) functional form misspecification.

    Most of the information available online applies to fixed effect models, such as using
    Code:
    xttest3
    to test for heteroskedasticity and
    Code:
    xtserial y x1
    for serial correlation.

    Is there any function in STATA to execute these (4) tests in a random effects model?

    Your help will be much appreciated.

    Best wishes,
    Henry
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