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st: RE: Autocorrelation test for pooled cross section data


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Autocorrelation test for pooled cross section data
Date   Tue, 28 Sep 2010 22:07:50 +0100

I am unclear on what you want, but as I understand it Durbin-Watson tests apply only to time series. 

If you have data on 50 U.S. states and are treating them as spatial series, which of your variables encode information of the location, contiguity, whatever, of those states? If it is -birthstate- as a categorical variable, how is that spatial? 

Nick 
n.j.cox@durham.ac.uk 

Elizabeth Dhuey

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)


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