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.
To install the xtserial command in Stata and access the supporting paper, follow these steps. Installation Instructions xtserial stata install
The xtserial package is not available on the standard SSC archive. You must download it directly from the repository: Open Stata. Type the following commands sequentially: Serial correlation in the idiosyncratic errors of panel
You can manually copy the file from the Boston College server. To install the xtserial command in Stata and
| Error Message | Likely Cause | Solution | |---------------|--------------|----------| | file xtserial.ado not found | Package not fully installed | Re-run ssc install xtserial, replace | | connection timed out | Firewall or proxy | Configure Stata’s proxy: set http_proxy http://proxy:port | | already installed; use replace option | Older version present | Add , replace to the ssc install command | | cannot write in directory ... | Insufficient permissions | Use adopath to set a personal folder: adopath ++ "~/mystata" then install |