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RE: st: PLEASE HELP! PANEL DATA
Paula Garcia wrote:
> I have a doubt on panel data and I would be very grateful if someone could
> give me some insights. When you estimate using xtgls, the error term e, does
> include the fixed effects v? I think that they are not included, but then,
> is it a model on panel data without considering the fixed effects, like in
> xtreg, for example?
-xtgls- does not fit fixed effects models. Rather, it is an implementation of
a generalized least squares estimator that can account for error terms that
are not identically or independently distributed across panels and for cases
where the errors are autocorrelated within panel.
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