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Re: st: RE: autocorrelation


From   tbaskaran@diw.de
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: autocorrelation
Date   Fri, 29 Apr 2005 12:30:46 +0200 (CEST)

Hi,

I know that both commands do handle autocorrelation and
heteroskedasticity, but in my case both return error messages. As far as I
know, xtgls doesn't work when there are more cross-section units than
time-periods and xtpcse only returns an inappropriate error message.

Thushy



> Scott,
>   You might find that xtgls or xtpcse would handle circumstances
> of .
>   - Bob Yaffee
>
>
>
> Robert A. Yaffee, Ph.D.
> 2100 Linwood Avenue
> Apt 19-W
> Fort Lee, NJ
> 07024-3171
> Phone: 201-242-3824
> Fax: 201-242-3825
> yaffee@nyu.edu
>
> ----- Original Message -----
> From: Scott Merryman <smerryman@kc.rr.com>
> Date: Thursday, April 28, 2005 9:54 pm
> Subject: st: RE: autocorrelation
>
>> > -----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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>>
> *
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>
>

*
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