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Re: st: Want to run xtreg with AR(1) autocorrelation allowed


From   Caleb Southworth <caleb@twinky.uoregon.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Want to run xtreg with AR(1) autocorrelation allowed
Date   Tue, 2 May 2006 12:08:30 -0700 (PDT)

On Tue, 2 May 2006 rungporn@uchicago.edu wrote:

:I can use the xtreg, cluster() to capture the group effect
:but I still need to account for the autocorrelation of the
:error terms (AR(1)).  Can somebody please tell me how I

iis state
tis year
xtregar Y X

or

xtgls Y X, corr(ar1)

And see man pages for many alternative specifications.
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