Dear friends,
I have a doubt. I am working with panel data and have a problem of heteroskedasticity. So I could choose among these alternatives:
1) xtgls, p(h)
2) areg, robust
3) regress with id dummies and option robust
2) and 3) give the same coefficients than xtreg, fe but different standar errors. xtgls gives different coefficients and standar errors.
Which is the best solution?
Any help will be much appreciated.
Sincerely,
Tom
Need a new email address that people can remember
Check out the new EudoraMail at
http://www.eudoramail.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
