How to test multicollinearity, Autocorrelation, hetrogenty after FMOLS model in stata because commands like vif or estate vif and other commands not actually working
I've tried responding a few times, and RG has lost what I typed every time. It may be that there is currently a technical problem at RG, and that my earlier replies will appear eventually. If they do, I'll delete them (assuming this one works).
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I recommend posting your question to Statalist (1st link below). Before posting, please review the FAQ (2nd link). I suspect you are using the user-written -xtcointreg- package (3rd link). If so, please say so in your post. I hope this helps. [EDIT: Originally, I wrote -xcointreg- rather than -xtcointreg-.]
Thanks for clarifying. And I see that you have now posted to Statalist (link shown below). With any luck, some members of that forum will be able to help you.