Hi there,
I am working with panel random effect models and I need to perform Galvao test to check the normality of residuals (even if I am aware that normality shouldn't be an issue as explained by Professor Wooldridge: https://www.statalist.org/forums/for...-effects-model).
I found that for Galvao there is an useful command: xtsktest (https://www.econstor.eu/bitstream/10...las-wp-178.pdf). However, xtsktest command can only be deployed right after estimating the model by using "xtreg re".
Here is my question: is it possible to overwrite the coefficients returned by xtreg command and then run xtsktest on my modified model?
I need to do this because, unfortunately, my reference model is estimated in SAS and the coefficients returned by xtreg are slightly different. Sadly, using model coefficients estimated in SAS is a requirement that I have to comply with.
Given such premises, any solution would be really appreciated.
Thank you in advance!
Edoardo
I am working with panel random effect models and I need to perform Galvao test to check the normality of residuals (even if I am aware that normality shouldn't be an issue as explained by Professor Wooldridge: https://www.statalist.org/forums/for...-effects-model).
I found that for Galvao there is an useful command: xtsktest (https://www.econstor.eu/bitstream/10...las-wp-178.pdf). However, xtsktest command can only be deployed right after estimating the model by using "xtreg re".
Here is my question: is it possible to overwrite the coefficients returned by xtreg command and then run xtsktest on my modified model?
I need to do this because, unfortunately, my reference model is estimated in SAS and the coefficients returned by xtreg are slightly different. Sadly, using model coefficients estimated in SAS is a requirement that I have to comply with.
Given such premises, any solution would be really appreciated.
Thank you in advance!
Edoardo
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