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st: Detecting serial correlation in panel dataset with a binary dependent variable


From   Johan Hellström <johan.hellstrom@pol.umu.se>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Detecting serial correlation in panel dataset with a binary dependent variable
Date   Mon, 30 Oct 2006 18:29:58 +0100

Hi,

I have an unbalanced time-series-cross-sectional dataset with a binary
dependent variable. I would like to find a way for detecting autocorrelation
in the model. However, as the sample is rather small (about 160) and the
time-series unit is about 10-15 it would probably be unwise to use
statistical tests on time dummy variables to detect temporal dependence (as
the loss of degrees of freedom would affect the efficiency of these tests).

Does anyone have an alternative solution for this problem (i.e. detecting
temporal dependence in an unbalanced TSCS-data set with a limited dependent
variable)?

Thanks a lot!

Regards,
Johan Hellstrom

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