Hi,
I know that both commands do handle autocorrelation and
heteroskedasticity, but in my case both return error messages. As far as I
know, xtgls doesn't work when there are more cross-section units than
time-periods and xtpcse only returns an inappropriate error message.
Thushy
> Scott,
> You might find that xtgls or xtpcse would handle circumstances
> of .
> - Bob Yaffee
>
>
>
> Robert A. Yaffee, Ph.D.
> 2100 Linwood Avenue
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>
> ----- Original Message -----
> From: Scott Merryman <[email protected]>
> Date: Thursday, April 28, 2005 9:54 pm
> Subject: st: RE: autocorrelation
>
>> > -----Original Message-----
>> > From: [email protected] [mailto:owner-
>> > [email protected]] On Behalf Of Thushyanthan Baskaran
>> > Sent: Thursday, April 28, 2005 6:07 AM
>> > To: [email protected]
>> > Subject: st: autocorrelation
>> >
>> > Hi All,
>> >
>> > First of all I've to apologize for beeing a novice to STATA :).
>> However,> I already have a question:
>> > I'm trying to estimate a gravity model with panel data. I've used
>> the> xtserial command to check for serial correlation and found
>> that the null
>> > of no serial correlation was rejected. Heteroscedasticity is
>> present,> too. Now I would like to know if it is possible to
>> control for both. The
>> > xtreg doesn't seem to have some kind of robust option.
>> <snip>
>>
>> In Stata 9 -xtreg- allows robust and cluster options. See
>> http://www.stata.com/help.cgi?xtreg
>>
>>
>> Scott
>>
>>
>>
>> *
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>> * http://www.stata.com/support/statalist/faq
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>>
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
>
>
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
