Robust does not work with xtreg. You should see the commands: areg,
robust; xtgls (you can add time and unit dummies); and xtregar.
Dann
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Daniel L. Millimet, Assistant Professor
Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
e-mail: [email protected]
phone: 214.768.3269
fax: 214.768.1821
web: http://faculty.smu.edu/millimet
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> -----Original Message-----
> From: Kimberley Tran [mailto:[email protected]]
> Sent: Tuesday, October 14, 2003 1:14 PM
> To: [email protected]
> Subject: st: Fixed Effects Model
>
>
> Greetings Everyone,
>
> My empirical estimation is based on a panel of 10 units for
> a 20-year time
> period.
> I have reasons to believe that the model is a fixed effect
> model. My question
> is: are there commands to test for, and correct autocorrelation and
> heteorscedasticity in a fixed-effect model? Furthermore, is
> the "robust"
> command in Stata valid for panel data? I keep getting an
> "invalid syntax"
> message.
> I thank you for your time, and anxiously await suggestions!
>
>
> cheers
> Kimberley
>
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>
*
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