st: Testing unbalanced panels

["Ted Lundgren" <odovakar@spray.se>]

As a Stata newbie I have the following "simple" question to you: How do you test an unbalanced panel estimation in log-log form for autocorrelation, heteroskedasticity and multicollinearity? I have been looking everywhere on the forum, Internet and in manuals for this, but without any luck. I have also been trying commands like xtgls, lrtest, hettest, vif and xtserial, but nothing seems to work since I get differnet error messages all the time. Please: Can't anyone provide a short step-by-step guide "for dummies" on how to do this, in my particular case? I would be very grateful.