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st: Serial Correlation and Hetroskedasticity in a repeated cross section dataset


From   Joseph Kwan <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Serial Correlation and Hetroskedasticity in a repeated cross section dataset
Date   Wed, 7 Aug 2013 13:20:48 +0000

Dear Statalists,

I wonder if there could be serial correlation and hetroskedasticity in a repeated cross section dataset?

There is no panel element in my dataset and all of my observations are from a random sample at different points in time which are combined together to form a repeated cross section.

In this case, if I suspect hetroskedasticity and serial correlation, does the vce(robust) command correct for all of these issues? or should I go for something else?


Joseph


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