testing for serial correlation in residuals of fixed effects model (xtqptest on reghdfe)

[Colin Rowat]

I want to test for first order serial correlation in the residuals of this Stata regression model:

reghdfe dep_var ind_vars, absorb(i.fixeff1 i.fixeff2, savefe) cluster(t) resid

My attempts yield errors:

1. xtqptest _reghdfe_resid, lags(1) yields _reghdfe_resid: Residuals do not appear to include the fixed effect, which is based on ue = c_i + e_it
2. xtqptest _reghdfe_resid, lags(1) force yields QP not found and an r(111) error

Any ideas appreciated: thank you.

[Colin Rowat]

Brief update: I now understand that the ``xt...`` analysis tools are incompatible with ``reghdfe``, so may need to analyse the ``_reghdfe_resid`` directly: any hints how?