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st:How to use xtgls , panels(cor) corr(psar1) with imbalance panel data


From   king <[email protected]>
To   [email protected]
Subject   st:How to use xtgls , panels(cor) corr(psar1) with imbalance panel data
Date   Sun, 3 Nov 2013 01:53:51 -0400

Hi STATELISTER,

I have an imbalance panel with significant groupwise
heteroskedasticity, cross-sectional correlation, and first-order
autocorrelation.

But when I regress with the command: xtgls , panels(cor) corr(psar1)

STATA give a message "panels must be balanced".

But xtgls , panels(het) corr(psar1)  works well.

I wonder how could I deal with this problem?

Thank you very much in advance.

Feng
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