La Commande Whitetst Stata

Telecharger la commande whitetst stata fichier online vostfr francais

It is a special case of the Breusch-Pagan test for heteroskedasticity, which requires specification of an auxiliary variable list. The command displays the test statistic . result using whitetst command which I downloaded from the web. This command relies on Stata's regress to keep only unique variables in the . Downloadable! whitetst computes White's test for heteroskedasticity following regress or cnsreg. This test is a special case of the Breusch-Pagan test (q.v. . STATA Tips To perform White test in STATA, you can either manually con- struct the test statistic as in (8) or to use the “whitetst” command following a. “regress” . We can compute both versions of White's test with whitetst as described in . test may also be computed by the estat imtest command, using the white option. Ce manuel est redige sur la base de la version 8 de Stata, les commandes et les syntaxes telecharger le module correspondant d`Internet (pour l`ajout des. Stata : t(i)≤t<t(i+1) Sas : t(i)<t≤t(i+1). La commande qlt permet de récupérer des tables de survie identiques entre les deux logiciels et donc d'afficher, par . In Stata, just type whitetst after running a regression in order to perform this test. It rejects . simple to execute (see the downloadable bpagan command in Stata). I am using stata SE 13.1. I first used the tsset command to set the panelvar and timevar, and then tried the xtserial command: Code:.

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