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st: Re: Testing for Autocorrelation after Xtreg?

From   Christopher Baum <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Re: Testing for Autocorrelation after Xtreg?
Date   Wed, 19 Jan 2011 06:37:32 -0500

On Jan 19, 2011, at 2:33 AM, Brad wrote:

> I tried this, but I am really looking for a post-estimation test. Xtserial doesn't allow me to use the time-series operators that I am using to lag my independent variables. Other thoughts?

So just create the appropriate lagged variables with generate, and run the regression with those variables.

This is not, btw, an appropriate setting for a Hausman test. xtreg vs xtregar do not meet the specs of the setup of such a test.


Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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