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XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity

Author

Listed:
  • Christopher F Baum

    (Boston College)

Programming Language

Stata

Abstract

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).

Suggested Citation

  • Christopher F Baum, 2000. "XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity," Statistical Software Components S414801, Boston College Department of Economics, revised 05 Jul 2001.
    • Handle: RePEc:boc:bocode:s414801
    Note: This module may be installed from within Stata by typing "ssc install xttest3". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser. This routine was previously circulated as xttest1.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xttest3.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xttest3.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Thushyanthan Baskaran, 2010. "On the link between fiscal decentralization and public debt in OECD countries," Public Choice, Springer, vol. 145(3), pages 351-378, December.
    2. Andres, Christian & Fernau, Erik & Theissen, Erik, 2012. "Is it better to say goodbye? When former executives set executive pay," CFR Working Papers 12-02, University of Cologne, Centre for Financial Research (CFR).

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