Hi All,
I'm working with a random effects model with a specification as follows:
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
to test for heteroskedasticity and
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
I'm working with a random effects model with a specification as follows:
Code:
xtreg y x1 c.x2##c.x2 x3, re
Most of the information available online applies to fixed effect models, such as using
Code:
xttest3
Code:
xtserial y x1
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