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st: some more questions on panel regressions


From   "Indradeep Ghosh" <indradeepg@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: some more questions on panel regressions
Date   Sun, 21 Nov 2004 16:54:00 +0000

hi all
thanks for the responses to my earlier post on "two way error components model"
i have two questions :
1) why does stata not allow the robust option with any of the XTREG commands? must i use XTGLS? my only problem with using XTGLS is that if i have a fixed effects specification, i lose too many degrees of freedom for XTGLS to work
2) does stata offer unit root and cointegration tests for panel data?
thanks again
deep


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