Thank you for clarifying, to run the pooled ols regression I stacked the data and used the regress command with vce(robust) option.
I did not declare the data to be panel data.
-------- Original-Nachricht --------
> Datum: Thu, 3 Sep 2009 21:02:04 +0100
> Von: Clive Nicholas <[email protected]>
> An: [email protected]
> Betreff: Re: st: autocorrelation and cross-correlation analysis after pooled OLS-regression
> Maren Hartmann wrote:
>
> > I am quite new to stata and have run a pooled OLS-regression and am now
> trying to check for autocorrelation (my datafile consists of stacked
> time-series) and cross correlation (as "individual" time series overlap) in my
> residuals.
> >
> > To check for autocorrelation, I installed -panelauto- but could not find
> the helpfile or syntax for the command - thus I don't even know if it is
> the right thing to do. Does anyone know how I can best check for
> autocorrelation in the residuals of my pooled OLS-Regression?
> > Is there any way to output the results so I can further analyse them?
>
> [...]
>
> You fail to say which command you used to run your pooled regressions,
> but in any case try David Drukker's -xtserial- command (downloadable
> from SSC) and see if that works for you. (You also mentioned neither
> that -panelauto- is a user-written command by Kit Baum
> (http://ideas.repec.org/c/boc/bocode/s435102.html) nor from where it
> is available (SSC).)
>
> Others may be best placed to advise you as to how to solve your other
> problem.
>
> --
> Clive Nicholas
>
> [Please DO NOT mail me personally here, but at
> <[email protected]>. Please respond to contributions I make in
> a list thread here. Thanks!]
>
> "My colleagues in the social sciences talk a great deal about
> methodology. I prefer to call it style." -- Freeman J. Dyson.
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
