Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down at the end of May, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Nick Cox <n.j.cox@durham.ac.uk> |

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

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

Date |
Wed, 29 Sep 2010 11:09:18 +0100 |

A minimal but presumably useful check is to calculate some flavour of residuals and plot them against cohort identifier and also space. As a non-economist -- and in one very strained sense an ex-economist -- I don't have to sign up to the notion that every check should be matched by a formal test producing a P-value. I don't know off-hand how worried you should be relatively about correlation in time and in space for your kind of data, but in principle both could be a concern. Nick n.j.cox@durham.ac.uk Elizabeth Dhuey 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. Nick Cox 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? 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/

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

**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>

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

- Prev by Date:
**Re: st: automatically adjusting for bias in antilog transformation?** - Next by Date:
**RE: st: Re: Macro escape inside a macro** - Previous by thread:
**st: RE: RE: Autocorrelation test for pooled cross section data** - Next by thread:
**st: RE: RE: RE: RE: Autocorrelation test for pooled cross section data** - Index(es):