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st: Panel Model w/ AR(1) Disturbance -- Can I do an AR(2)?


From   "Burrell Derren P Maj AFIT/ENV" <Derren.Burrell@afit.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Panel Model w/ AR(1) Disturbance -- Can I do an AR(2)?
Date   Tue, 7 Nov 2006 19:59:01 -0500

Hello,
I'm a student trying to finish the data analysis portion of my thesis,
which involves running a panel model on Military Service statistics to
determine the effects of the retirement plan on retention efforts.  My
thesis advisor ran the data in EVIEWS with outstanding results, and I'm
trying to duplicate this in Stata.  I'm running a Panel Model Linear
Regression w/ Fixed Effects using the AR(1) function in Stata.  Using
EVIEWS my thesis advisor ran the same model with both an AR(1) and
AR(2).  How can I do this in Stata, all I see under Panel Model
regression is the AR(1) function.  I have to use the Panel Model (i.e.,
ARIMA won't work because of the data I'm using).
Thanks in advance for any help you can provide.
 

DERREN P. BURRELL, Maj, USAF
Student, AFIT Cost Analysis Program
Wright-Patterson Air Force Base, OH
Derren.burrell@afit.edu


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