|top| — Stata Panel Data

A significant p-value indicates the presence of heteroskedasticity. Testing for Serial Correlation

In datasets with many entities, especially macro panels, errors may be correlated across entities. You can test for this with the community-contributed xtcsd command. If present, you can use estimators like standard errors (with vce(dkraay) ) or models like the Dynamic Common Correlated Effects estimator (with community-contributed commands like xtdcce2 ). stata panel data

xtreg depvar indepvars [if] [in] [, model_options] especially macro panels