This repository contains a single Stata do-file that implements a full suite of diagnostic tests and remedies for violations of the classical linear regression assumptions in cross-sectional data: ...

Statistical software for data analysis, used to run OLS-based regression models (e.g., fixed effects and DiD). In this project, Stata is applied to estimate demand elasticity for beer and the impact ...

Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...