Hi statalist,
I have a doubt on panel data and I would be very grateful if you could give me some insights. When you estimate using xtgls, does the error term e include the fixed effects u?
I think that they are not included, and my doubt then is how is it possible that a model on panel data does not take into account the fixed effects, like xtreg for example? are they removed or something like that?
I would appreciate your help.
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