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st: Basic Autocorrelation Question


From   "Kelley D Strawn" <[email protected]>
To   [email protected]
Subject   st: Basic Autocorrelation Question
Date   Fri, 8 Jun 2007 11:33:31 -0700 (PDT)

Hi,

I'm hoping someone can give me a starting point as I try to teach myself
how to make corrections for temporal autocorrelation in OLS models using
Stata. Tests tell me its there, but I am new at how to "remove" it so that
my estimators are more reliable. Is there a standard command or procedure
that I can familiarize myself with? The data structure is fairly simple:
31 subjects observed once a month for 24 months.

Thanks-

-- 
Kelley D. Strawn, PhD
Assistant Professor of Sociology
Willamette University
(503)370-6196

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