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Solved and -panelauto- (Was Re: st: Re: -bgodfrey-, -durbina- and -dwstat- won't work!)


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Solved and -panelauto- (Was Re: st: Re: -bgodfrey-, -durbina- and -dwstat- won't work!)
Date   Sun, 29 Feb 2004 04:58:04 -0000 (GMT)

Scott Merryman wrote:

> These commands can only be used with time-series data not panel data,
> however,
> take a look at Kit Baum's "panelauto" module which supports tests for
> autocorrelation on panel data.

Cheers. I actually managed to sort it out before getting back to the list,
so apologies for that. What I was doing wrong, of course - as you rightly
point out - was

. tsset panelvar timevar

when it ought to have been

. tsset timevar

After that, it was plain sailing. Thanks to Diego (<guest g2int>), I have
located -panelauto-, looked at its contents and I want to download it.
Diego remarked on Thursday that he's noticed that using autocorrelation
test _after running_ -xtgls- are all showing highly significant
autocorrelation. I share his bewilderment (-xtgls- is meant to be good at
_correcting_ for it!), so -panelauto- could be useful in this regard.

Unfortuantely, I'm not yet in a position to download packages online to my
Stata at present, for reasons I shan't bore you with.

CLIVE NICHOLAS        |t: 0(44)191 222 5969
Politics Building     |e: clive.nicholas@ncl.ac.uk
School of Geography,  |f: 0(44)870 126 2421
 Politics & Sociology |
University of         |
 Newcastle-upon-Tyne  |
Newcastle-upon-Tyne   |
NE1 7RU		      |
United Kingdom	      |http://www.ncl.ac.uk/geps
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