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Re: st: Autocorrelation and heteroscedasticity following xtreg


From   Scott Merryman <[email protected]>
To   [email protected]
Subject   Re: st: Autocorrelation and heteroscedasticity following xtreg
Date   Wed, 19 Oct 2011 04:27:13 -0500

Does -tsset- report gaps in the time variable?

-xtregar, lbi- reports a modified Durbin-Watson statistic.


On Wed, Oct 19, 2011 at 4:02 AM, lreine ycenna <[email protected]> wrote:
> After setting my panels using tsset, I typed xtserial x y z - the 'no
> observation' r(2000); pops up. I searched the statalist forum and It
> seems that many people have experienced this issue, but there's yet a
> solution to this. It has nothing to do with the data being unbalanced
> as I've tried xtserial both on an unbalanced panel and a balanced one.
> All my data are numerical, so there's no problem with that. Any idea?
>
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