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st: durbin-watson with panel data


From   "Peter Haan" <phaan@diw.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: durbin-watson with panel data
Date   Fri, 22 Nov 2002 17:30:21 +0100

Hi Statalist,
How can I perform a Durbin Watson test, or another test controlling for serial corr after having done a fixed effect estimation.
I tried using dwstat, bgtest and durbinh after xtreg, and after dummy variable estimation, however stata indicates that these comands might not work with panel data.
Thanks for your help
peter

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