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...
And then when I used xtserial the result is...
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...?
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
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...?
