Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: tests in panel data set

From   Christopher F Baum <[email protected]>
To   [email protected]
Subject   st: tests in panel data set
Date   Sat, 18 Oct 2003 10:21:30 -0400

Giorgio writes

Thanks for your answer Kit,
however, How should I test the autocorrelation within the panel in my panel
dataset (T=31 and N=143)? Should I use xttest2 just for a subsample?
thanks Giorgio
Note that xttest2 does not test for autocorrelation; it tests for contemporaneous correlation across panel units, which is not at all the same thing as testing for autocorrelation within the units of a panel.

Suggest you consider xtregar. If the estimates of \rho generated by xtregar are not significantly different from zero, then you do not have to worry about AR(1) within the units' timeseries.

Best wishes

* For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index