I would like to be able to run a panel regression that corrects for
autocorrelation within panels and allows the use of pweights.
Essentially, I would like either something like xtregar, but with the
ability to use pweights, or else a survey command that corrects for
autocorrelation. Does anyone know of such a command in Stata? If not
Stata, does anyone know of any command like that in SAS, SPSS or R?
Also, is there an easy way to sum up why xtregar can handle fweights,
but not pweights?
thanks much,
Mike
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