Deal all,

I am trying to study a mediating model with multiple fixed effects regressions and before running the xtreg, fe regressions
I am not sure which assumptions shall I test in order for my model to be valid.

Some commands on Stata don't work with fixed effects regressions (for example the vif command testing for multicollinearity), therefore I am wondering if I have to test these assumptions on a simple regression and if the result can be applied also if I have panel data.

Multicollinearity, normality of residuals and heteroscedasticity: are these assumptions enough or shall I run others as well?

Any help is much appreciated!

Regards,
Siham