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Re: st: fixed effects & autocorrelation& heteroskedasticity


From   "Antonio Rodrigues Andres" <ara@sam.sdu.dk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: fixed effects & autocorrelation& heteroskedasticity
Date   Wed, 26 May 2004 00:20:23 +0200

Thanks Clive
I just wonder if I want to estimate a fixed effects model with ar(1) and
accounting for heteroskedasticity, I should use xtgls as follows

xtgls dep.var indep.var indi.dummies, force p(corr)

is that correct?
Toni

>>> Clive.Nicholas@newcastle.ac.uk 05/25/04 11:57 PM >>>
Antonio Rodrigues Andres wrote:

> I tried
> xtgls y x1 x2 x3, force p(corr)
> but it appears the message
> panels must be balanced
>
> what is wrong?

Try:

. xtgls y x1 x2 x3, c(p) force

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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