Thanks very much Martin. It appears that the AR(1) structure is only
supported in Stata 11, while I have Stata 10 (the AR (1) option is
mentioned in the Stata website as an improvement over Stata 10).
Am I correct? Is there anything I could do to solve the problem while
still using Stata 10?
Thank you very much
On 9/15/09, [email protected] <[email protected]> wrote:
> Thanks very much Martin. It appears that the AR(1) structure is only
> supported in Stata 11, while I have Stata 10 (the AR (1) option is mentioned
> in the Stata website as an improvement over Stata 10).
> Am I correct? Is there anything I could do to solve the problem while still
> using Stata 10?
>
> Thank you very much
>
> <quote author='Martin Weiss'>
>
> <>
>
> -xtmixed- in Stata 11 does allow an AR structure, as seen in [XT], p. 332.
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Ari Dothan
> Sent: Montag, 14. September 2009 21:49
> To: [email protected]
> Subject: st: AR(1)- first order autoregressive errors in a mixed model
>
> Hi all,
> Does Stata provide an option for incorporation of an AR(1) option in
> mixed models? I know taht SAS soes, but am not clear about that
> possibility in Stata.
> Thank you very much
>
> --
> Ari Dothan
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
> </quote>
> Quoted from:
> http://n2.nabble.com/st-AR-1-first-order-autoregressive-errors-in-a-mixed-model-tp3644742p3644832.html
>
--
Ari Dothan
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/