Hello everyone!
I am running panel data regressions and am using the 'robust' command as I think my model has heteroskedasticity (I am not sure but when I use the robust command, most of my p-values decrease considerably so I think I should be using 'robust', as it makes my coefficients significant).
Unfortunately, by using 'robust' I do not get any values for Wald Chi(2) and prob>chi(2), which I need.
One last question: I am running a fixed effect model (where governance captures country fixed effects) but my tables indicates "random-effects GLD regression" does this matter?
Here is my model without the robust command, followed with the one using the robust command. Just to put into context, I am using dummy variables for my three countries, and time lags.
I really appreciate your help as I am new with Stata and am a bit overwhelmed with econometric textbooks,
thank you very much.
Fred Nolan.
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