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st: Autocorrelation test for pooled cross section data
From
"Elizabeth Dhuey" <[email protected]>
To
<[email protected]>
Subject
st: Autocorrelation test for pooled cross section data
Date
Tue, 28 Sep 2010 17:00:16 -0400
I'm trying to figure out what is the most appropriate test to use is when
working with pooled cross sectional data. In particular, I have aggregated
individual level measures to state level averages for different cohorts from
the U.S. Census.
I can't use estat dwatson because I have multiple panels and I don't believe
that I can use xtserial because I don't have a true panel.
I am running the following regression:
xi: reg Y X i.birthstate i.cohort [pw=wgt], robust cluster(birthstate)
Any help would be appreciated.
Regards,
Elizabeth
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