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st: AW: random effects panel model with heteroskedasticity and autocorrelation


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: random effects panel model with heteroskedasticity and autocorrelation
Date   Tue, 15 Sep 2009 16:04:22 +0200

<> 

If you have access to Stata 11, the latest version of -xtmixed- could be a
suitable tool to handle both. See the help file
http://www.stata.com/help.cgi?xtmixed




HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sarita
Koendjbiharie
Gesendet: Dienstag, 15. September 2009 14:42
An: statalist@hsphsun2.harvard.edu
Betreff: st: random effects panel model with heteroskedasticity and
autocorrelation

Dear users,

Is it possible to run a random effects panel model controlling for
heteroskedasticity and autocorrelation in Stata?

I can run xtregar but how do I control for panel-level
heteroskedasticity?

In the thread I can only find how to detect it.

best regards/met vriendelijke groet,
 
Sarita Koendjbiharie
PhD Candidate

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