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Re: st: Autocorrelation and heteroscedasticity following xtreg
From
lreine ycenna <[email protected]>
To
[email protected]
Subject
Re: st: Autocorrelation and heteroscedasticity following xtreg
Date
Wed, 19 Oct 2011 10:50:49 +0100
In fact, I cannot run -xtregar - as it also tells me that there is no
observation. I use -tsreport, panel list - to check the gap, and
apparently I have 1000 gaps....would I have to take out all these gaps
in order to run these tests?
tsset cn year
panel variable: cn (unbalanced)
time variable: year, 1977 to 2002, but with gaps
delta: 1 unit
. tsreport, report panel
Number of gaps in sample: 1100
On 19 October 2011 10:39, Scott Merryman <[email protected]> wrote:
> 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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>>
>
> *
> * For searches and help try:
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>
*
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