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st: Feasible Generalised Least Squares


From   "Siyam,AA (pgr)" <A.A.Siyam@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Feasible Generalised Least Squares
Date   Mon, 24 Jun 2002 22:31:45 +0100

Dear Statalisters,

xtgls in STATA uses Feasible Generalized Least Square (FGLS) with cross-sectional time series linear models.  My data is cross-sectional but only one-point in time.  I wish to run a model which would do 

regress logconsumption <vars> 

and force FGLS estimation on that.

Is that at all possible or meaningful!

Please send me any comments you may have on this, with my sincere thanks.

Amani


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