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

Christopher Baum

Statistical Software Components from Boston College Department of Economics

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).

Language: Stata
Requires: Stata version 6.0
Keywords: heteroskedasticity; panel data; cross-section time-series (search for similar items in EconPapers)
Date: 2000-10-15, Revised 2024-10-05
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.
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Citations: View citations in EconPapers (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xttest3.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xttest3.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s414801

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