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st: compare different GLS models


From   "Mareike" <MareikeHahr@aol.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: compare different GLS models
Date   Sat, 12 Jun 2010 13:55:34 +0200

Dear Statalist,

I'm running a generalized least squares model on panel data. I was wondering
how I compare the goodness of fit of different specifications of such GLS
models?
This might be a very basic question, but I would really appreciate if
anybody could provide me with an answer.

Thanks in advance

Mareike Hahr

University of Freiburg

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