Xtserial Stata Install !link! May 2026

capture which xtserial if _rc == 111 display as yellow "Installing xtserial from SSC..." ssc install xtserial, replace

cap ado uninstall xtserial net install xtserial, from("C:/local/path/") Some users mirror SSC on GitHub. For example: xtserial stata install

which xtserial Successful output:

else display as green "xtserial already installed." capture which xtserial if _rc == 111 display

net describe xtserial, from(http://fmwww.bc.edu/RePEc/bocode/x) net install xtserial Alternatively, use the ssc command (wrapper for net ): This paper provides a comprehensive guide to installing

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.

C:\Program Files\Stata18\ado\plus\x\xtserial.ado *! version 1.1.0 15oct2019 Then test with a built-in dataset: