Estat Hettest Panel Data. Panel data allows you to control for variables you cannot observe or measure like cultural factors or difference in business practices across companies. Difference of difference x t-x t1-x t1 t2.
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Further i use heteroscedasticity and autocorrelation test and found that these two problem exist in the data. In her spare time she loves to do Dance. Estat hettest Stata has the following to say on the subject of the estat hettest estat hettest performs three versions of the Breusch-Pagan 1979 and Cook-Weisberg 1983 test for linear heteroskedasticity.
Lead x t1 F2.
Estat bgodfrey Breusch Godfrey LM test for higher order autocorrelation. 2-period lead x t2 D. Lag x t-1 L2. Jan 10 2010 Ekrenm In addition to what Eric and Martin have said I should note that the test employed by -ivhettest- as well as Statas -estat hettest- and others I suspect isnt valid after panel data estimation with fixed effects.
