Do you mean cross-sectional correlation (dependence)? try -xtcsd- and -xttest2- from ssc
Nicola
At 02.33 27/10/2007 -0400, "dora sepour" wrote:
>Dear Stata users,
>
>How can i test for the correlation of residuals of a random effect model?
>xtserial tests only autocorrelation.Is it necessary to test both
>autocorrelation and correlation of residuals between individuals?
>
>Thanks in advance for your time,
>Best regards,
>Dora
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