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st: Which command gives a better estimation: xtgls or areg with cluster option?


From   "Khawaja, Abdullahalmamun" <akhawaja@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Which command gives a better estimation: xtgls or areg with cluster option?
Date   Mon, 9 Aug 2004 23:24:09 -0500

I have a data set with Region and Time Fixed effects. The data set also has autocorrelation as well as heteroscedasticity. Which stata command would provide correct estimations?

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