| Groupwise heteroscedasticity (HETCOEF) | Serial correlation (RHOHAT) | Cross-sectional dependence (CSCORR) | Number of cross-sections (N) | Number of time periods (T) |
---|---|---|---|---|---|
Experiments where N > T | |||||
H0 | No groupwise heteroscedasticity | No serial correlation | No cross-sectional dependence | – | – |
Measure | 3.17 | 0.72 | 0.55 | 31 | 10 |
P value | 0.014** | 0.007*** | 0.284 | – | – |