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Re: st: STATA Spatial autocorrelation LM tests


From   "Patricia Warren" <[email protected]>
To   <[email protected]>
Subject   Re: st: STATA Spatial autocorrelation LM tests
Date   Tue, 10 Feb 2009 14:44:53 -0500

Hi everyone. I am knew to the stat list serv but have a question about dealing with autocorrelation using time series analysis. I had a reviewer of a manuscript suggest to me that autocorrelation is a problem when estimating time series models. The model estimation procedure I am using is xtnbreg (the dependent variable is measured as a mean). Is autocorrelation still a problem and if so how can I test for it?
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