Stata Codes for Post-estimation Tests

[James Bright]

Good day everyone, I am currently working on the focus - Working Capital Management and Performance of Consumer Goods Firms in Nigeria.
I have culled data from financial statements of consumer goods firms and I have estimated necessary analysis such as pooled OLS, fixed effect (time and period specific), random effect, f-test and hausman test with the help of scholars this platform. I am currently stucked as i dont have code or procedure to conduct the following post estimation tests - Wald Test, Pesaran Test, Woodridge Test and other necessary post estimation tests to aid a robust analysis for my thesis. I would appreciate any aid and contribution please.

My variables are ROA (dependent variable) while ACC (Average Collection Period), CCC (Cash Conversion Cycle) & APP (Average Payment Period) are my control variables of working capital.

Thanks in advance.

Best Regards.

[Phil Bromiley]

Welcome to Stata list. You will increase the chances of a useful answer by following the FAQ on asking questions – provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

Which of these tests make sense depends heavily on your final model. You need to give us more information.

If you are using regression or simple panel analysis with fixed effects (which can be mimicked by regression with panel dummy variables), then there is a chapter in the documentation titled regress postestimation. Actually, there are several chapters on post estimation analysis in the PDF documentation.

[James Bright]

Thanks a lot Phil, I am really pleased with your response as I initially thought that I have practically no chance of being replied. However, I still dont get your position, I have read numerous papers including Stata compilations but yet I didnt find any clear aid. Thanks