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Re: st: xtprobit and autocorrelation


From   David Jacobs <[email protected]>
To   [email protected]
Subject   Re: st: xtprobit and autocorrelation
Date   Fri, 08 Apr 2005 12:21:54 -0400

One possibility is XTGEE with an ar(1) term or one of the other serial correlation specificiations.

Dave Jacobs

Dave Jacobs

At 10:48 AM 4/8/2005 -0500, you wrote:

I am using a random effects model for a large panel sata set using xtprobit. xtserial indicates I have autocorrelation. Is there a way I can correct for the autocorrelation?
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