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| From | "Elizabeth Dhuey" <elizabeth.dhuey@utoronto.ca> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Autocorrelation test for pooled cross section data |
| Date | Tue, 28 Sep 2010 17:00:16 -0400 |
I'm trying to figure out what is the most appropriate test to use is when working with pooled cross sectional data. In particular, I have aggregated individual level measures to state level averages for different cohorts from the U.S. Census. I can't use estat dwatson because I have multiple panels and I don't believe that I can use xtserial because I don't have a true panel. I am running the following regression: xi: reg Y X i.birthstate i.cohort [pw=wgt], robust cluster(birthstate) Any help would be appreciated. Regards, Elizabeth * * 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/