Testing for random effects: Breusch-Pagan Lagrange multiplier (LM) up vote 0 down vote favorite. So I have a panel data with two time periods. My dependent variable is an index that lies in the range of 0 to 1. I did a Breusch- Pagan test (in stata) to see whether I should use random effect or pooled estimation. I had a look at how plm (R package for panel models) implements the Breusch-Pagan test for random effects and noticed it does not take unbalanced panels into account plmtest() does not warn you ab. Cross–section Dependence Tests. EViews performs tests for cross-section dependence (CD) in panel data. You may perform the Breusch-Pagan LM (), Pesaran () scaled LM and CD, and the Baltagi, Feng, and Kao () bias-corrected scaled LM tests in .
check hetroscedasticity in random effect model in STATA and FGLS as a solution, time: 11:37Tags:Uc mini for windows phone,Maachis stage drama full,Mylo drop the pressure adobe,Game pc terbaru offline