I am working with panel random effect models and I need to perform Galvao test to check the normality of residuals (even if I am aware that normality shouldn't be an issue as explained by Professor Wooldridge: https://www.statalist.org/forums/forum/general-stata-discussion/general/1569107-normality-of-residuals-in-random-effects-model).
I found that for Galvao there is an useful command in Stata: xtsktest (https://www.econstor.eu/bitstream/10419/127687/1/cedlas-wp-178.pdf). However, xtsktest command can only be deployed right after estimating the model by using xtreg re.
Is it possible to overwrite the coefficients returned by xtreg command and then run xtsktest on my modified model?
I need to do this because, unfortunately, my reference model is estimated in SAS and the coefficients returned by xtreg are slightly different. Sadly, using model coefficients estimated in SAS is a requirement that I have to comply with.
Given such premises, any solution would be really appreciated.
P.S.
I tried to use the command estimates save but I wasn't able to understand how to manipulate this output (.ster file). Then, I managed to overwrite the matrix e(b) but xtsktest does not recognize this modified coefficient matrix and seems to take the same input as before