Persamaan Model Fixed dan Random Effects
Pemilihan Model Fixed atau Random Effect (Hausman test):
Breush-Pagan Lagrange Muliplier Test (tes pemilihan Random Effect atau simple OLS)
Tes Heteroskedastisitas (untuk model Fixed Effect)
- The null is homoskedasticity (or constant variance).
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Tes Korelasi Serial
Tes CSD
- Pesaran CD (cross-sectional dependence) test is used to test whether the residuals are correlated across entities
- The null hypothesis is that residuals are not correlated.
Mengobati masalah panel data
Sumber:
Oscar Torres-Reyna
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