Statalist


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

st: fixed effect, autocorrelation heteroskedasticity


From   ghislain dutheil <gdutheil@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: fixed effect, autocorrelation heteroskedasticity
Date   Sat, 23 Aug 2008 10:03:19 +0200

Hello everyone,

I'm working on a fixed effect model with n=14 and t=57. I found autocorrelation ( with xtserial and with xtregar ..., fe lbi) and heterosketasticity (with :xtreg ..., re//xttest0).
In order to correct autocorelation i use xtregar ..., fe
But xtregar could not use White correction for heteroskedasticity.

How I can do ?  xtpcse or xtgls seem to be able to correct the two problems but do not keep fixed effect.

Ghislain.
I'm running Stata 8.2





*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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