Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: unbalanced panel data with heteroskedasticity and correlation of residuals


From   "dora sepour" <dora05@gnet.tn>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: unbalanced panel data with heteroskedasticity and correlation of residuals
Date   Tue, 30 Oct 2007 18:38:37 +0100

Dear Stata users,

I have an unbalanced panel data. I detected heteroskedasticity, autocorrelation (using xtserial) and cross sectional correlation (using pesaran test).

Using xtgls y x1 x2, panels(corr) corr(ar1) to correct for hetero and dependence, a message tells me that the panels must be balanced. Is someone have an idea to correct for hetero and dependence with unbalanced panels data?

Thanks in advance for your suggestions,
Best wishes,
Dora

Thank you Kit for your help.




Thank you Kit for your help.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index