Hi guys,
I have a panel data set with 2Ts 500N and 2Ts 30N
I use OLS and Fixed effects estimations
I cannot test for autocorrelation but I can heteroskedasticity
Should I use the heteroskedastic tests to determine whether I need clustered standard errors, or should I just cluster anyway because of having 2 Ts.
I would use clustered errors for OLS estimations and robust errrors for FE - should i only use them if heteroskadicity is present or use them even if data shows homoskedasticity?
Also if I should just uses the errors regardless, does this apply to both OLS and FE?
Thank you
Related Posts with Autocorrelation heteroskadasicity
Testing text on local macro dereferenceBecause the Stata User's Guide PDF is printed in a typeface that does not display punctuation identi…
First occurrenceHi all, I have a dataset with the launch_date (data_lancio) for each molecule, which is repeated ov…
Using "if" and "and" commands while generating variablesI have a numeric variable, say x. A lot of values are 0. The rest are all positive. I want to create…
Merging annual data with quarterly dataHey everybody, I am having trouble with merging two of my data sets for the past 2 days. I have trie…
Merging one file with every other file in folderHello, I am trying to merge one file in a folder with every other file in it by looping through eve…
Subscribe to:
Post Comments (Atom)
0 Response to Autocorrelation heteroskadasicity
Post a Comment