<>
-xtserial- is user written and obtained via
*************
findit xtserial
*************
A look at xtserial.ado shows you the inner workings of the command, which
are exceptionally easy to understand. Also note
http://www.stata.com/support/faqs/stat/panel.html
BTW, could you explain what "TSCS" means?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Carlos
Rodriguez
Gesendet: Donnerstag, 28. Mai 2009 02:28
An: [email protected]
Betreff: st: Test for serial correlation in TSCS data: pooled Lagrange test
vs. xtserial command
Dear listserv participants,
I wish to test for serial correaltion in my TSCS data. I have first
done it by hand (not sure if I did it OK -please, see 1 below) but
have now found out about xtserial command in Stata10. I'd appreciate
your clarifications on the difference (if any) between the xtserial
command and 1)
1) I have tested for serial correlation by saving the residuals from
my regression and then running a regression of the residuals on the
lagged residuals and all of variables from the original regression. I
have then multiplied the N by the R-squared from this auxiliary
regression and checked the Chi-square value with 1 degree of freedom.
(not sure if this is right way to do it, I am grateful for your help)
2) could I use the xtserial command instead of 1)?
Thanks very much in advance.
Carlos Rodriguez
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
