Wooldridge (2002, 282�283) derives a simple test for autocorrelation in panel-data models. There is a user-written program, called xtserial, written by David Drukker to perform this test in Stata. To install this user-written program, type
findit xtserial
To use xtserial, you simply specify the dependent and independent variables. A significant test statistic indicates the presence of serial correlation.
Mansour
>>> "frank palme" <[email protected]> 08/21/07 10:06 AM >>>
hello statalist,
i have a problem with the durbin watson test employed to panel data. i
have bilateral trade data. i created a panelid, so i won't have
repeated time observations and set the year with tab year =
gen(dyear).
then i did;
tsset panelid year, yearly
when i wanted to used the dwstat comand, the error message appeared
that this test is not usable with multiple panels?
am i doing something wrong in setting the dataset panel?
thank you for your help
frank
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