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st: RE: autocorrelation


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: autocorrelation
Date   Thu, 28 Apr 2005 20:54:36 -0500

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Thushyanthan Baskaran
> Sent: Thursday, April 28, 2005 6:07 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: autocorrelation
> 
> Hi All,
> 
> First of all I've to apologize for beeing a novice to STATA :). However,
> I already have a question:
> I'm trying to estimate a gravity model with panel data. I've used the
> xtserial command to check for serial correlation and found that the null
> of no serial correlation was rejected. Heteroscedasticity  is present,
> too. Now I would like to know if it is possible to control for both. The
> xtreg doesn't seem to have some kind of robust option. 
<snip>

In Stata 9 -xtreg- allows robust and cluster options.  See
http://www.stata.com/help.cgi?xtreg


Scott



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