|best| — Xtserial Stata Install
checking xtserial consistency and verifying not already installed... installing into C:\Users\...\ado\plus\... installation complete. If behind a firewall or with no internet, manually download xtserial.pkg and xtserial.ado from https://ideas.repec.org/c/boc/bocode/s434901.html . Then place the .ado file in your personal ado folder (e.g., ~/ado/personal/ ) and run:
net describe xtserial, from(http://fmwww.bc.edu/RePEc/bocode/x) net install xtserial Alternatively, use the ssc command (wrapper for net ): xtserial stata install
Abstract Serial correlation in the idiosyncratic errors of panel data models can bias standard errors and lead to invalid inference. The user-written command xtserial (Drukker, 2003) implements a robust test for first-order serial correlation in linear panel-data models with random or fixed effects. This paper provides a comprehensive guide to installing xtserial in Stata, covering both official and alternative methods, addressing common errors, and illustrating the command’s use with an empirical example. 1. Introduction Panel data combine time-series and cross-sectional dimensions, making them rich for analysis but also prone to serial correlation. While Stata’s built-in xtreg post-estimation commands (e.g., xtserial, xthrtest ) offer some diagnostics, the xtserial command—written by David M. Drukker (StataCorp)—provides a direct implementation of the Wooldridge (2002) test for serial correlation. This test is attractive because it works under general conditions and is robust to heteroskedasticity. If behind a firewall or with no internet,
xtserial is preferred for unbalanced panels and when heteroskedasticity is suspected. In a research pipeline, ensure your do-file installs the package automatically: This paper provides a comprehensive guide to installing
C:\Program Files\Stata18\ado\plus\x\xtserial.ado *! version 1.1.0 15oct2019 Then test with a built-in dataset:
cap ado uninstall xtserial net install xtserial, from("C:/local/path/") Some users mirror SSC on GitHub. For example:
