XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity
Abstractxttest3 calculates a modified Wald statistic for groupwise heteroskedasticity in the residuals of a fixed effect regression model. It is for use after xtreg, fe or xtgls (with the default panels option).
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S414801.
Programming language: Stata
Requires: Stata version 6.0
Date of creation: 15 Oct 2000
Date of revision: 05 Jul 2001
Note: This module may be installed from within Stata by typing "ssc install xttest3". Windows users should not attempt to download these files with a web browser. This routine was previously circulated as xttest1.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If references are entirely missing, you can add them using this form.