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Re: st: Autocorrelation and heteroscedasticity following xtreg


From   lreine ycenna <lreine.ycenna@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Autocorrelation and heteroscedasticity following xtreg
Date   Wed, 19 Oct 2011 10:05:03 +0100

failing this, is there any other way I could test for autocorrelation
and heteroscedasticity following xtreg?

On 19 October 2011 10:02, lreine ycenna <lreine.ycenna@gmail.com> wrote:
> After setting my panels using tsset, I typed xtserial x y z - the 'no
> observation' r(2000); pops up. I searched the statalist forum and It
> seems that many people have experienced this issue, but there's yet a
> solution to this. It has nothing to do with the data being unbalanced
> as I've tried xtserial both on an unbalanced panel and a balanced one.
> All my data are numerical, so there's no problem with that. Any idea?
>
> On 19 October 2011 08:38, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>> To spell it out for all interested: Kit recommended
>>
>> . findit xtserial
>>
>> If you do that you will find references not only to a user-written command -xtserial- but also to an FAQ on autocorrelation and heteroscedasticity for panels.
>>
>> Nick
>> n.j.cox@durham.ac.uk
>>
>> lreine ycenna
>>
>> ops OK I missed the part - xtserial.
>>
>> On 19 October 2011 04:57, lreine ycenna <lreine.ycenna@gmail.com> wrote:
>>
>>> I suppose one cannot test for autocorrelation and heteroscedasticity
>>> following xtreg then...
>>
>> On 18 October 2011 17:19, lreine ycenna <lreine.ycenna@gmail.com> wrote:
>>
>>>> I am running an FE regression using the xtreg command and would like
>>>> to test for autocorrelation and heteroscedasticity. An earlier post by
>>>> Dr. Baum seems to suggest that bgodfrey, dwatson, durbinalt would not
>>>> work for autocorrelation. See
>>>> http://www.stata.com/statalist/archive/2011-01/msg00564.html
>>>> What would be the best way to run these two tests following xtreg?
>>
>> *
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>>
>

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