Hello, Everyone.
I am working on a pooled OLS, after executing xttest0. Then I conducted diagnostic tests:
regress $ylist $xlist , vce(cluster id)
estat vif
estat ovtest
all of these tests gave me expected results, except for
Wooldridge test for autocorrelation, xtserial $ylist $xlist
Stata gave me:
. xtserial $ylist $xlist
Wooldridge test for autocorrelation in panel data
H0: no first-order autocorrelation
F( 1, 16) = 1432.673
Prob > F = 0.0000
Thank you.
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