Hello, Apologies for a very rudimentary question. Is the joint significance test performed by omit valid in the presence of serial correlation when (i) the --robust option is used to with ols and (ii) the --chi-square option is used with omit, e.g.
ols y const x z --robust omit z --chi-square Thanks, Logan
Hello, Apologies for a very rudimentary question. Is the joint significance test performed by omit valid in the presence of serial correlation when (i) the --robust option is used to with ols and (ii) the --chi-square option is used with omit,
e.g. ols y const x z --robust omit z --chi-square Thanks, Logan |