Hello everyone,
I haven't found an answer for that online yet, so thought about asking around here.
I have panel data and I am running xtreg regressions. After running the xtcsd, pesaran I want to access the p-value to estadd, but I do not see an option for the p-value when doing the return list. Any idea on how I can get it?
Example below: I want the 0.5515 and the list only gives me the option of -0.596 ( through r(pesaran))
Thank you!
xtcsd, pesaran
Pesaran's test of cross sectional independence = -0.596, Pr = 0.5515
.
end of do-file
. return list
scalars:
r(pesaran) = -.5955738655923998
.
I haven't found an answer for that online yet, so thought about asking around here.
I have panel data and I am running xtreg regressions. After running the xtcsd, pesaran I want to access the p-value to estadd, but I do not see an option for the p-value when doing the return list. Any idea on how I can get it?
Example below: I want the 0.5515 and the list only gives me the option of -0.596 ( through r(pesaran))
Thank you!
xtcsd, pesaran
Pesaran's test of cross sectional independence = -0.596, Pr = 0.5515
.
end of do-file
. return list
scalars:
r(pesaran) = -.5955738655923998
.
