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st: clogit and autocorrelation


From   "C.Chetkiewicz" <[email protected]>
To   <[email protected]>
Subject   st: clogit and autocorrelation
Date   Thu, 1 May 2008 14:11:17 -0700

Hello,

I have a matched 1:20 dataset of 4 hour telemetry steps that I am analyzing in Stata using clogit.  I am clustering on individual animal to produce robust SEs.  However, I want to look at the autocorrelation structure of the data and have never done this before.  I am using only non-collinear variables in my model.
  
1. How do I explore autocorrelation and partial autocorrelation of model residuals with matched data.   
2. I assume I can use the Durbin Watson test for temporal autocorrelation but is this a straight call after clogit or do I need to reformat the dataset specifically for time series?  Right now I have a generic hour and generic date in my work. 

Thank you for any links to places I can explore further.

Best,

Cheryl

***********************************************
Cheryl Chetkiewicz
P.O. Box 60208
Palo Alto, CA, 94306
USA
Telephone: 650-331-0069
E-Mail: [email protected]
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