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  • Help: dwstat does not work

    Hi Friends, been working on autocorrelation test for my data, and really..really... stuck here and make me frustated, I'm sure my data is a panel data
    but when I try to do auto correleation using command dwstat or estat bgodfrey ; I got the same error notification of "sample may not include multiple panels"
    please help me on this, much appreciate any clue

    my data is like this: Click image for larger version

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    Attached Files
    Last edited by Rama Dhani; 09 Feb 2022, 05:34.

  • #2
    Rama:
    you might be ineterested in https://www.stata.com/statalist/arch...msg00124.html-
    That said, as per FAQ please do not post screenshots and use CODE delimiters to share what you typed and what Stata gave you back. Thanks.
    Kind regards,
    Carlo
    (Stata 19.0)

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    • #3
      At most that command applies to a model fitted to a single panel. It looks as if you are pooling panels in a plain regression, so it's hard to know how the serial correlation structure is defined or testable afterwards.

      Please see FAQ Advice on screenshots, which are rarely as readable or as useful as you hope.

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