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st: Feasible Generalised Least Squares
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.
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