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From |
"Elizabeth Dhuey" <elizabeth.dhuey@utoronto.ca> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: Autocorrelation test for pooled cross section data |

Date |
Tue, 28 Sep 2010 17:19:19 -0400 |

I apologize if I don't understand your questions but here is my best shot at answering them. I'm trying to test whether my errors are correlated across time (i.e. across cohorts). I have a problem because I have 50 different states so I can't use a simple Durbin-Watson statistic because I could only use that if I had only one state. I only include dummy variables for the states and do not take into account the location or any spatial data regarding the states. I only allow for an intercept change for each state. Regards, Elizabeth -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: September-28-10 5:08 PM To: 'statalist@hsphsun2.harvard.edu' Subject: st: RE: Autocorrelation test for pooled cross section data I am unclear on what you want, but as I understand it Durbin-Watson tests apply only to time series. If you have data on 50 U.S. states and are treating them as spatial series, which of your variables encode information of the location, contiguity, whatever, of those states? If it is -birthstate- as a categorical variable, how is that spatial? Nick n.j.cox@durham.ac.uk Elizabeth Dhuey 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) * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: RE: RE: Autocorrelation test for pooled cross section data***From:*Nick Cox <n.j.cox@durham.ac.uk>

**References**:**st: Autocorrelation test for pooled cross section data***From:*"Elizabeth Dhuey" <elizabeth.dhuey@utoronto.ca>

**st: RE: Autocorrelation test for pooled cross section data***From:*Nick Cox <n.j.cox@durham.ac.uk>

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