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Re:st: xtpcse command


From   "Johan Hellstrom" <[email protected]>
To   <[email protected]>
Subject   Re:st: xtpcse command
Date   Mon, 4 Jun 2007 17:13:32 +0200

In the manual, as well as in the output, it is showed that it is
Prais-Winsten estimates that are produced when autocorrelation is specified.

Best,
Johan Hellstrom


>Dear Statalist users and especially Stata Corp. staff,
>
>Are the coefficient estimates reported after -xtpcse, corr(ar1)- or
>-xtpcse, corr(psar1)- estimated by a RE model (namely Prais-Winsten
>GLS model)?
>
>Thanks in advance,
>Vladimir.

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