Hello,
I have a panel data set with 180 countries observed during the period 2008-2017, I am trying to see the effect of interacting democracy measure (polity2) with different measures of government ideology on the environmental performance of the country. My supervisor advised me to use three different models: Pooled OLS with time fixed effects, FE and RE to see how the regression looks like in each of them.
The question is, I would like to test for heteroskedasticity under the three models. I have searched before asking and found that I should use xttest2 for FE. For the RE, I saw some suggestions for xttest0, but I am not sure if this is the right context. Also, I couldn't find what should I use to test in the pooled OLS.
Also, to control for heteroskedacity, I've understood that I should cluster standard errors at the country level using: vce, cluster(country) with xtreg as it is the same as vce, robust. In the pooled OLS model, I fail to understand if I should use the cluster or the robust option with regress.
I'd be very grateful if you could help.
Thanks and best regards.
Related Posts with How to test for heteroskedasticity in a panel data-set
Invalid lvalHi, I am new to mata, and I'm replicating an old code that uses it. Unfortunately, I'm getting the …
How to get the value of the first occurence on the first rowI have a data in this format below. I want to generate another column (X) that gave me the value of …
Create for each time period the median of the 350 biggest valuesHello everyone, I am currently sitting on an issue regarding taking the median of the 350 highest v…
multiple imputation error after MI Estimate logistic regressionHello: Working on MI Everything works up to the MI estimate. See Error below Have been to the Stata …
ivreghdfe: how to first-stage regression predicted valueshello, i'm using ivreghdfe, and i'm interested in obtained predicted values of the endogenous variab…
Subscribe to:
Post Comments (Atom)
0 Response to How to test for heteroskedasticity in a panel data-set
Post a Comment