-- Anita Sayal wrote:
> Could someone please tell how does one detect autocorrelation problem
> in pooled observations.
Stata will automatically detect (perfect) autocorrelation. You will see
that as it drops one of the variables. As it is perfect autocorrelation,
it does not matter which one; the variables are indistinguishable anyhow.
There are people who worry about high but non-perfect correlation between
covariates. If you are one of those, you can look at it by displaying a
correlation matrix with -corr-. However, it is good to remember that such
non-perfect correlations are not a problem, the only possible concern
could be that such variables will eat a lot of statistical power if the
correlations are extremely high, but that is exactly as it should be.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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