Dear listserv participants,
I wish to test for serial correaltion in my TSCS data. I have first
done it by hand (not sure if I did it OK -please, see 1 below) but
have now found out about xtserial command in Stata10. I'd appreciate
your clarifications on the difference (if any) between the xtserial
command and 1)
1) I have tested for serial correlation by saving the residuals from
my regression and then running a regression of the residuals on the
lagged residuals and all of variables from the original regression. I
have then multiplied the N by the R-squared from this auxiliary
regression and checked the Chi-square value with 1 degree of freedom.
(not sure if this is right way to do it, I am grateful for your help)
2) could I use the xtserial command instead of 1)?
Thanks very much in advance.
Carlos Rodriguez
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