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Re: st: dwstat for paneldata


From   "frank palme" <frank.palme@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: dwstat for paneldata
Date   Tue, 21 Aug 2007 15:36:18 +0100

dear mansour farahani,

thank you very much for your help, it worked perfectly.

frank

On 8/21/07, Mansour Farahani <mfarahan@hsph.harvard.edu> wrote:
> Wooldridge (2002, 282283) derives a simple test for autocorrelation in panel-data models. There is a user-written program, called xtserial, written by David Drukker to perform this test in Stata. To install this user-written program, type
>
> findit xtserial
> To use xtserial, you simply specify the dependent and independent variables. A significant test statistic indicates the presence of serial correlation.
>
> Mansour
> >>> "frank palme" <frank.palme@googlemail.com> 08/21/07 10:06 AM >>>
> hello statalist,
>
> i have a problem with the durbin watson test employed to panel data. i
> have bilateral trade data. i created a panelid, so i won't have
> repeated time observations and set the year with tab year =
> gen(dyear).
>
> then i did;
> tsset panelid year, yearly
>
> when i wanted to used the dwstat comand, the error message appeared
> that this test is not usable with multiple panels?
>
> am i doing something wrong in setting the dataset panel?
>
> thank you for your help
>
> frank
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