st: Re: unbalanced panel data with heteroskedasticity and correlation of residuals

["dora sepour" <dora05@gnet.tn>]

Thank you very much Nicola for your help. xtpcse seems a good alternative, 
but can i use it to correct for hetero and correlation with fixed or random 
effects models?
Dora

Move to:
xtpcse y x1 x2, corr(ar1)
Alternatively, you may try -xtgee-, or -xtscc- (from ssc)
Nicola

At 02.33 31/10/2007 -0400, "dora sepour" wrote:

> Dear Stata users,
>
> I have an unbalanced panel data. I detected heteroskedasticity,
> autocorrelation (using xtserial) and cross sectional correlation
(using
> pesaran test).
>
> Using xtgls y x1 x2, panels(corr) corr(ar1) to correct for hetero and
> dependence, a message tells me that the panels must be balanced.  Is
someone
> have an idea to correct for hetero and dependence with unbalanced
panels
> data?
>
> Thanks in advance for your suggestions,
> Best wishes,
> Dora
*

*
*   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/