Hi everyone, I am conducting the Wooldridge test for serial autocorrelation for my mediation analysis. My data is unbalanced panel data.
I wanted to know if I should include the mediator and control variables to the xtserial command or not? Basically I have added lagged Dependent Variable (DV) as a control which is why I wanted to check for autocorrelation. But I am not sure if I need to include all control variables as well as the mediator variable in the test. Right now I am using the following equation:
1. xtserial DV IV MV CV1 CV2 CV3 CV4
Where DV= Dependent Variable, IV= Independent Variable, MV= Mediator Variable, CV1-CV4= Control Variables
Should I use this set up or should I just keep the following set up with just one control variable which is the lagged DV:
2. xtserial DV IV MV CV1(Lagged DV)
Thank you in advance!
Related Posts with Do I add mediator and control variables in Wooldridge test for autocorrelation on Stata?
Summation of data before and after an event (dummy variable)Hi fellow experienced researchers and STATA users, I am trying to find the summation of a variable …
CRSP Wharton ResearchHi guys, I know this thread is kind of offtopic, but I think my chance is quite hight to get an ans…
"matsize too small" for logistic regressionsHello all! I am running a logistic regression by including fixed effects. The code I use is as foll…
Collinearity issue for difference-in-differenceHello, I am trying to obtain signficance levels for a synthetic control method (SCM) result that I …
Multiple continuous stays into single claimHi, everyone The following claims data may include multiple stays for each person, but some stays a…
Subscribe to:
Post Comments (Atom)
0 Response to Do I add mediator and control variables in Wooldridge test for autocorrelation on Stata?
Post a Comment