Hello,
I have 2 quick questions.
Question 1:
I have panel data and I'm running xtreg, fe.
I'm trying to determine from the output if Stata did a joint F test of the fixed effects. At the very bottom is: F test that all u_i=0. Is this the significance of the fixed effects?
Question 2:
Regarding the same fixed effects regression, I ran the Modified Wald test (xttest3) for groupwise heteroskedasticity. For this test, when you can reject the null hypothesis... does that indicate that the model is heteroskedastic? If so, will xtreg, fe vce(robust) provide the constant variance?
Thank you!
I have 2 quick questions.
Question 1:
I have panel data and I'm running xtreg, fe.
I'm trying to determine from the output if Stata did a joint F test of the fixed effects. At the very bottom is: F test that all u_i=0. Is this the significance of the fixed effects?
Question 2:
Regarding the same fixed effects regression, I ran the Modified Wald test (xttest3) for groupwise heteroskedasticity. For this test, when you can reject the null hypothesis... does that indicate that the model is heteroskedastic? If so, will xtreg, fe vce(robust) provide the constant variance?
Thank you!
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