XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity
xttest3 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).
|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.|
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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