Скачать с ютуб Post estimation tests of Panel data using Stata: VIF: Serial Correlation: heteroskedasticity в хорошем качестве

Post estimation tests of Panel data using Stata: VIF: Serial Correlation: heteroskedasticity

In this video we conduct post estimation tests on a panel data in stata such as VIF for multicollinearity, Breusch-Pagan / Cook-Weisberg test for heteroskedasticity, Ramsey RESET test for omitted variables, Breusch-Godfrey LM test for autocorrelation. I have conducted three tests for serial correlation errors, like breush-godfrey test, durbin-watson test and through uhat test. You can choose any one out of these as well. #statastics : #panel #datascience : #correlation #analysis #fixed #effects AND #random #effects : #HAUSMAN #test #hausmannskost #stata #paneldata #correlation #fixedeffect #randomeffects #random #dataanalysis #paneldata #vif #serialcorrelationerrors #heteroskedasticity #postestimation #dataanalysis #paneldata #random #correlation #fixed