and don't forget the -xtlsdvc- command from SSC, which calculates bias-corrected least-squares dummy variable (LSDV) estimators for the standard autoregressive "small N, large T" panel-data model
Nicola
P.S. I'll NOT receive/read any email but the Digest.
At 02.33 02/04/2009 -0400, you wrote:
>Dear Grant,
> Have you considered xtgls or xtabond with a robust or gmm estimation?
> Regards,
> Bob
>
>
>Robert A. Yaffee, Ph.D.
>Research Professor
>Silver School of Social Work
>New York University
>
>
>Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
>
>CV: http://homepages.nyu.edu/~ray1/vita.pdf
>
>- ----- Original Message -----
>From: Grant Peter Kabango <[email protected]>
>Date: Wednesday, April 1, 2009 7:17 pm
>Subject: st: Estimating Dynamic Heterogenous Panels
>To: [email protected]
>
>
>> Dear Statalist,
>>
>> My model is of the following specification Yit = Yit-1 + Xit + eit ,
>> and would like to find out if, apart from 'xtpmg', there exists any
>> other Stata command that would facilitate estimation of dynamic
>> heterogenous models like mine.
>>
>> Thanks,
>>
>> Grant
>>
>>
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