Xttest2 in a non panel data regression?

[Gusta Gol]

I tried to perform a xttest2, and this was the output:

Error: too few common observations across panel.
no observations

I have about 20 observations for each year (for 4 years).

So I performed a reg controlling for the time variable and using robust estimator. I need to test if the errors are correlated,

Any help?

[Carlo Lazzaro]

Gusta:
welcome to this forum.
I'm not clear with your using -regress- with panel data.
That said, after -xtreg,fe- you can investigate the serial correlation of the idisyncratic error via the following approach, that draws heavily on: https://www.stata.com/bookstore/micr...metrics-stata/, pages 252-253:

use "http://www.stata-press.com/data/r15/nlswork.dta"
quietly xtreg ln_wage age, fe
predict idiosyncratic_error, e
forvalues i = 1/15  {
quietly corr idiosyncratic_error L`i'.idiosyncratic_error
display "Autocorrelation at lag `i' = "%6.3f r(rho)
}
Autocorrelation at lag 1 =  0.298
Autocorrelation at lag 2 =  0.173
Autocorrelation at lag 3 =  0.044
Autocorrelation at lag 4 = -0.045
Autocorrelation at lag 5 = -0.107
Autocorrelation at lag 6 = -0.188
Autocorrelation at lag 7 = -0.201
Autocorrelation at lag 8 = -0.287
Autocorrelation at lag 9 = -0.296
Autocorrelation at lag 10 = -0.309
Autocorrelation at lag 11 = -0.322
Autocorrelation at lag 12 = -0.357
Autocorrelation at lag 13 = -0.349
Autocorrelation at lag 14 = -0.404
Autocorrelation at lag 15 = -0.352

.