Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: durbin-watson with panel data


From   "Peter Haan" <[email protected]>
To   [email protected]
Subject   st: durbin-watson with panel data
Date   Fri, 22 Nov 2002 17:30:21 +0100

Hi Statalist,
How can I perform a Durbin Watson test, or another test controlling for serial corr after having done a fixed effect estimation.
I tried using dwstat, bgtest and durbinh after xtreg, and after dummy variable estimation, however stata indicates that these comands might not work with panel data.
Thanks for your help
peter

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index