Hello,
I'm using stata 16
This is my code,
Code:
xtset com_id date, daily

* LM test for penal wise effect
xtreg CAR ESGScore Lev log_Size log_BM
findit xttest0
xttest0
invalid syntax
r(111);
I'm pretty sure that stata should have xttest0 installed since I can find it in help xttest0
And I've tried
Code:
xtset com_id date, daily
xtreg CAR ESGScore Lev log_Size log_BM
findit xttest0
xttest0
&
[CODE]ssc install xttest0
ssc install: "xttest0" not found at SSC, type search xttest0
(To find all packages at SSC that start with x, type ssc describe x)
r(601);
But I still got
Code:
xttest0
invalid syntax
r(111);
What should I do?

Thank you,
Emma

reddit: https://www.reddit.com/r/stata/comme...d_syntax_r111/
https://www.statalist.org/forums/for...ing-with-xtreg