Modified Wald test for heteroscedasticity in FE model

Model

Decision

1

F (2, 117)

57.47

chi² (17)

7990.53

Heteroscedastic

Prob > F

0.0000

Prob > chi²

0.0000

2

F (9, 110)

15.62

chi² (17)

1144.45

Heteroscedastic

Prob > F

0.0000

Prob > chi²

0.0000

Wooldridge test for autocorrelation in panel data

1

F (2, 16)

4.56

F (1, 16)

3.484

Serial Correlation

Prob > F

0.0270

Prob > F

0.0804

2

F (2, 16)

8.37

F (1, 17)

11.726

Serial Correlation

Prob > F

0.0082

Prob > F

0.0006