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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 04:39:07 -0500
Yes.
-xtserial- will run -reg d.(var1 var2..)- but if there are enough gaps
then this will fail to run. Is the -delta()- option from -tsset-
correct in your case?
Scott
On Wed, Oct 19, 2011 at 4:30 AM, lreine ycenna <[email protected]> wrote:
> yes with gaps it says. do you think it's the problem?
>
> On 19 October 2011 10:27, Scott Merryman <[email protected]> wrote:
>> 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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>
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