Statalist


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

Re: st: unbalanced panel data with heteroskedasticity and correlation of residuals


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: unbalanced panel data with heteroskedasticity and correlation of residuals
Date   Fri, 02 Nov 2007 12:37:13 +0100

Move to:
xtpcse y x1 x2, corr(ar1)
Alternatively, you may try -xtgee-, or -xtscc- (from ssc)
Nicola

At 02.33 31/10/2007 -0400, "dora sepour" wrote:
>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 

*
*   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