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  • How to deal with hetroscasaticity in pannel data set in stata

    First I took data from the balance sheet and merged it with stock price data to get cross sectional unbalanced data. Now I need to run OLS regression however for OLS first we have to check for hetroscadasticity and autocorrelation. Can you kindly guide me regarding the commands for these?





  • #2
    SAADAT (please, as per FAQ #6, take a look at how to re-register according to the preferred requirements of this forum. Thanks):
    assuming that your dependent variable is continuous, you may want to type -help xtreg- in Stata and read about -vce ()- options covered in the related entry of Stata 13.1 .pdf manual.
    Kind regards,
    Carlo
    (StataNow 18.5)

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    • #3
      I forgot to mention that you may also be interested in -help xtregar- and related entry in Stata 13.1 .pdf manual.
      Kind regards,
      Carlo
      (StataNow 18.5)

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