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Re: st: A System of Panel Data


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: A System of Panel Data
Date   Thu, 1 May 2008 22:50:27 +0100 (BST)

--- Samira Bakhshi <sab774@mail.usask.ca> wrote:
> I have a system of panel data with 3 groups, 36 years, and 10 
> equations. Meanwhile, I want to correct for heteroskedasticity and 
> autocorrelation in my equations. But I do not know how to use xtgls
> or xtpcse commands for a SYSTEM of regressions.

-xtgls- and -xtpcse- are not meant of systems of regressions. -gllamm-
might do what you want, see -findit gllamm- and www.gllamm.org .

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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