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st: Question about xtgls vs xtreg


From   Ho-uk Lee <Ho-uk.Lee@business.uconn.edu>
To   "'Statalist@hsphsun2.harvard.edu'" <Statalist@hsphsun2.harvard.edu>
Subject   st: Question about xtgls vs xtreg
Date   Sun, 3 Aug 2003 17:17:07 -0400

Hi. I am a stata user and I was wondering if you could help me with the
following two questions.

1) What is the difference between xtgls and xtreg. When should we use xtgls
over xtreg?

2) How come the xtgls command does not produce an R-squared? And, how can I
obtain an R-squared when using the xtgls command.

Thank you,

Ho-uk

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