Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: contemporaneous correlation in panel models


From   "Mark Gasiorowski" <pogasi@lsu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: contemporaneous correlation in panel models
Date   Sat, 10 Aug 2002 13:49:08 -0500

My previous posting seems to have gotten garbled.  Sorry.  Here
it is again:


    I would like to test for contemporaneous (or cross-sectional)
correlation in a panel model.  I am estimating this model on an
unbalanced dataset where the number of units is much larger than
the number of time points, so I cannot use FGLS or PCSE models to
deal with contemporaneous correlation.  Does anyone know how I
can do such a test, either in LIMDEP or in Stata?  Also, I do not
have a good feel for how much and what sort of a problem
contemporaneous correlation poses, so I would appreciate learning
of any citations that might discuss it in detail.  Thanks.

Mark Gasiorowski
Department of Political Science
Louisiana State University
Baton Rouge, LA 70803  USA
Phone: (225) 578-2550


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index