Object Reference : Object View and Procedure Reference : Equation
  
 
cdtest
Test for the presence of cross-sectional dependence in the residuals of panels equations.
Computes the Breusch-Pagan (1980) LM, Pesaran (2004) scaled LM, Pesaran (2004) CD, and Baltagi, and Feng and Kao (2012) bias-corrected scaled LM test for the residuals of a panel or pool equation, or panel series.
Syntax
eq_name.cdtest
Options
 
p
Print test results
Examples
equation eq1.ls(cx=f) @log(gsp) c @log(p_cap) @log(pc) @log(emp) unemp
eq1.cdtest
will estimate a panel model using the fixed effect estimator (EQ1) and then will compute and display the panel residual dependence test results.
Cross-references
See “Panel Cross-section Dependence Test” for discussion.