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st: Autocorrelation test for pooled cross section data


From   "Elizabeth Dhuey" <elizabeth.dhuey@utoronto.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Autocorrelation test for pooled cross section data
Date   Tue, 28 Sep 2010 17:00:16 -0400

I'm trying to figure out what is the most appropriate test to use is when
working with pooled cross sectional data. In particular, I have aggregated
individual level measures to state level averages for different cohorts from
the U.S. Census. 

I can't use estat dwatson because I have multiple panels and I don't believe
that I can use xtserial because I don't have a true panel.  

I am running the following regression:

xi: reg Y X i.birthstate i.cohort [pw=wgt], robust cluster(birthstate)

Any help would be appreciated. 

Regards, 
Elizabeth


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