Dear statalist,
in the xttest3 command, the description says that "in terms of small
sample properties, simulations of the test statistic have shown that its
power is very low in the context of fixed effects with large N, small T
panels".
As this command may be applied not only for xtreg,fe but also for xtgls,
am I right supposing that the former caution only apply to xtreg, fe or
does it also apply for xtgls?
Thank you in advance for your help!
Marina Balboa
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Marina Balboa Ram�n
Dpto. Econom�a Financiera,
Contabilidad y Marketing.
Universidad de Alicante
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