Does anyone know the assumptions that need to be met to use spxtregress, fe? In looking through the manual (https://www.stata.com/manuals/sp.pdf), I see that residuals should be i.i.d. (i.e., no heteroskedasticity). But I don't see anything about normality. Do residuals also need to be approximately normal? And are there any other assumptions that need to be met?
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