BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Tuesday, February 25, 2020

Panel data random effects with small n and large t autocorrelation problem

I have a panel data random effects model with n=14 and t=38.

I have tested for autocorrelation with -xtserial-, resuilting in the presence of autocorrelation. Nonetheless I have read that this test is not trustworthy in my case of small n and large t, is this true?
Also, if it is the case that autocorrelation is present, is the option -vce(cluster)- enough to correct this?

Thank you!

BJ Data Tech Solution

Tuesday, February 25, 2020

Panel data random effects with small n and large t autocorrelation problem

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