Hi members,
I would like to test for correlations between a set of explanatory variable and idiosyncratic error component of a random effects model, i.e. ascertain whether corr(xi, uit)=0.
My command line is as following:
Can you please tell me how I can do this test as postestimation?
Thanks,
Mohamud
I would like to test for correlations between a set of explanatory variable and idiosyncratic error component of a random effects model, i.e. ascertain whether corr(xi, uit)=0.
My command line is as following:
Code:
xtreg price_ad i.b1.cool branv packz prodc prodt m retai, re i(SKUCode)
Thanks,
Mohamud
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