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Re: st: abar after xtivreg2


From   Mukaddes Yanik <mukaddesyanik@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: abar after xtivreg2
Date   Thu, 19 Apr 2012 11:30:13 -0700 (PDT)

Just to correct my earlier message, what I meant to ask was the following. In a panel data framework, can I:

1) Demean the data using "center"
2) Apply "ivreg2"
3) Use "abar" to measure serial correlation in the errors (with/without dof correction)?

Thanks



--- On Thu, 4/19/12, Mukaddes Yanik <mukaddesyanik@yahoo.com> wrote:

> From: Mukaddes Yanik <mukaddesyanik@yahoo.com>
> Subject: st: abond after xtivreg2
> To: statalist@hsphsun2.harvard.edu
> Date: Thursday, April 19, 2012, 10:17 AM
> Dear Stata users
> 
> I have a FE model with three endogenous variables. I use
> xtivreg2 to estimate it. I want to test for residual
> autocorrelation. Can I test for autocorrelation by demeaning
> the data using Ben Jann's center command and then using
> abond? Do I need to apply a dof correction?
> 
> Thanks
> 
> M. Yanik 
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