Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Testing for serial correlation in small panel samples


From   Scott Merryman <[email protected]>
To   [email protected]
Subject   Re: st: Testing for serial correlation in small panel samples
Date   Tue, 6 Sep 2011 16:32:16 -0500

On Tue, Sep 6, 2011 at 7:22 AM, christina sakali
<[email protected]> wrote:
<snip>

> For example is there a way to compute Bhargava's et al. (1982) DW
> stat. for panel data or Baltagi's (2001, p.94) LM test for first-order
> serial correlation in a fixed effects model?

See -help xtregar- and the -lbi- option.

Scott
*
*   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/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index