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Re: st: Fixed Effects Panel Regression with correlation between panels


From   Tea Danelutti <Tea.Danelutti@etu.unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixed Effects Panel Regression with correlation between panels
Date   Mon, 23 Jun 2003 12:29:38 CEST

Hi Ash,

You can estimate fixed effects with "xtgls" by creating dummy variables
for each panel and then use the option "panel(corr)" in order to
account for the correlation across panels. This command automatically
corrects for heteroskedasticity across the panels, though.

Here's the command:

   xi: xtgls [dep.var] [expl.var] i.[panel variable], panel(corr)

Hope this helps,

Tea


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