1.Wooldridge test for autocorrelation in panel data
H0: no first-order autocorrelation
F( 1, 74) = 5.032
Prob > F = 0.0279
2.Modified Wald test for groupwise heteroskedasticity
in cross-sectional time-series FGLS regression model
H0: sigma(i)^2 = sigma^2 for all i
chi2 (75) = 19304.39
Prob>chi2 = 0.0000
3. Frees' test of cross sectional independence = 0.528
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Critical values from Frees' Q distribution
alpha = 0.10 : 0.3583
alpha = 0.05 : 0.4923
alpha = 0.01 : 0.7678