I am doing a fixed effects regression and I'm now trying to test for
autocorrelation. I tried the xttest2, but get the error message that the
correlation matrix is singluar. I found out from previous entries that
that's due to the fact that my N(=198) & my T(=8) are not equal. I've then
done the xtregar, fe regression, but how do I test whether the rho_ar are
significantly different from zero, as suggested by Kit Baum?
Moreover, I've then done the same regression with "reg" using a dummy
variable estimator for the fixed effects. I know that I can then use
panelauto to test for autocorrelation, but I always get the error message
that the sample may not include multiple panels. Could anyone tell me what
the correct "if" command is to do those tests from panelauto?
