I am working on the Markov Switching Model (using mswitch command), I have calculated standardized residuals. How can I calculate p values of Normality, ARCH(1) and Autocorrelation of standardized residuals in Stata to compare different models?
Related Posts with Checking Residuals after running Mswitch
IV regressions with different weights in the 1st and 2nd stageDear Statalist users, I would like to run an IV regression using different weights in the first and…
dependent variable spanning many columns in esttabHello everyone. I am using esttab to make a table (in .tex) in which I have several columns in a row…
Person-Item Map in Stata?Dear StataList Users Is there a command to generate a Person-Item Map in Stata, after running the ir…
Running Bootstrap program to Implement Control Function ApproachHello, I am trying to implement Wooldridge's control function approach and bootstrap both the first…
summarizing multiple variables for each observation -- ties broken randomlyI have 16 variables, each is continuous with values ranging from 0 to 10. I want to reduce it to a s…
Subscribe to:
Post Comments (Atom)
0 Response to Checking Residuals after running Mswitch
Post a Comment