Dear all,
I am working on my thesis using panel data in Stata but we never really discussed this in depth in courses before.
My question is:
Do I have to use the OLS diagnostic tests (Multicollinearity, lowess command for normality, etc.)? Or do I only have to check for serial autocorrelation (with xtserial), heteroskedasticity and if I have to use fixed/random effects?
Also, how do I know if I have to include an interaction term? Is there a specific test for skewness or can I only check for the overall skewness and kurtosis with xtsktest?
I already tried a lot and included clustered and robust standard errors but I am not really sure if my model is good. How do I know that?
Thank you so much in advance and kind regards!
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