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

st: psar1 - is there a way to test?

From   "Bradley, Steven W" <>
To   <>
Subject   st: psar1 - is there a way to test?
Date   Thu, 13 Oct 2005 09:03:47 -0500

I am using xtgls and am trying to determine whether psar1 or ar1 best represents my data.  I have a 960 new firms and a T of 9 years.  I could argue from a theoretical standpoint that individual firms from a number of different industries could have different AR1's.
xttest1 may test for this but I received an error due to an unbalanced panel.
Any recommendations for testing, comparing results that would help me make a decision?
Thanks for your help!

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index