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testing for serial correlation in residuals of fixed effects model (xtqptest on reghdfe)
testing for serial correlation in residuals of fixed effects model (xtqptest on reghdfe)

I want to test for first order serial correlation in the residuals of this Stata regression model:

reghdfe dep_var ind_vars, absorb(i.fixeff1 i.fixeff2, savefe) cluster(t) resid

My attempts yield errors:

xtqptest _reghdfe_resid, lags(1) yields _reghdfe_resid: Residuals do not appear to include the fixed effect, which is based on ue = c_i + e_it
xtqptest _reghdfe_resid, lags(1) force yields QP not found and an r(111) error

Any ideas appreciated: thank you.

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testing for serial correlation in residuals of fixed effects model (xtqptest on reghdfe)

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