Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: xtprobit and autocorrelation


From   David Jacobs <jacobs.184@sociology.osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtprobit and autocorrelation
Date   Fri, 08 Apr 2005 12:21:54 -0400

One possibility is XTGEE with an ar(1) term or one of the other serial correlation specificiations.

Dave Jacobs

Dave Jacobs

At 10:48 AM 4/8/2005 -0500, you wrote:

I am using a random effects model for a large panel sata set using xtprobit. xtserial indicates I have autocorrelation. Is there a way I can correct for the autocorrelation?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index