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  • xtserial and xttest1 results are contradictory

    hello world .

    I have a question and I`m trying to solve this contradictory but I can`t

    here`s my question

    when i use xttest1 the result is...

    Code:
        qui xtreg y x1 x2, re
    
        xttest1
    
    
         Estimated results:
                             |       Var     sd = sqrt(Var)
                    ---------+-----------------------------
                           y  |   .2806127       .5297289
                           e |   .2234992      .47275704
                           u |   .0570193      .23878708
    
            Tests:
               Random Effects, Two Sided:
               ALM(Var(u)=0)         =   27.69 Pr>chi2(1) =  0.0000
    
               Random Effects, One Sided:
               ALM(Var(u)=0)         =    5.26 Pr>N(0,1)  =  0.0000
    
               Serial Correlation:
               ALM(lambda=0)         =   14.96 Pr>chi2(1) =  0.0001
    
               Joint Test:
               LM(Var(u)=0,lambda=0) =  144.52 Pr>chi2(2) =  0.0000
    And then when I used xtserial the result is...

    Code:
    qui xtreg y x1 x2, re  
    
    xtserial  y x1 x2
    
    
    Wooldridge test for autocorrelation in panel data
    H0: no first-order autocorrelation
        F(  1,     522) =      0.400
    
               Prob > F =      0.5273

    Well, All I know is that If -xttest1-`s result is significant it has first-order autocorrelation. and if -xtserial-`s result isn`t significant it has first-order autocorrelation.

    The result is contradictory. but stata is not wrong, so maybe i was wrong....

    but i can`t understand this result.

    my code was wrong..? or my Statistical memory is wrong...?




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