First with a test light check and see if you have power to the tail light filament with the lights turned on. If yes, you have a grounding issue, if no, you have a problem on the power side.
I don't know about an 02, but on newer Subarus the switch on the steering column bypasses the tail light relay and turns on the parking lights. If you have this switch and the lights go on, the problem is in the relay circuit. If the lights don't go on, you have a wiring problem.
Without the switch take out one tail/parking light bulb and apply power to the power side of the socket. If all the other tail lights go on, you have a relay problem. If they don't, you have a wiring problem.
If this is confusing, take it to a shop and have them check it out.