IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/s414801.html
 

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 Oct 2024.
    • 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
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s414801. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.