Statalist


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

st: Heteroscedasticity and auto-correlation in fixed effect panel data


From   Chandra Kiran <cb2322@columbia.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Heteroscedasticity and auto-correlation in fixed effect panel data
Date   Sun, 14 Sep 2008 21:09:16 -0400

Hi,
I have a question concerning estimation of a fixed-effects panel data model with both heteroscedasticity as well as auto-correlation. After exploring both xtgls and xtregar options, I feel both to be unsuited, since in the xtregar case, one is limited to no heteroscedasticity, while in xtgls, there does not appear to be the option of estimating fixed effects.
Can anyone suggest a specific command (or user written program) for taking care of both issues in a fixed effects setting ?

Chandra
*
* 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