Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

AW: st: heteroskedasticity and autocorrelation in GLS


From   rado645-bg@yahoo.de
To   statalist@hsphsun2.harvard.edu
Subject   AW: st: heteroskedasticity and autocorrelation in GLS
Date   Wed, 20 Jul 2011 21:28:53 +0100 (BST)

I assume you use xtgls: panels(heteroscedastic) as well as 1)corr(ar1) or 
2)corr(psar1) depending if you want to use:  1)AR1 autocorrelation structure or 
2)panel-specific AR1 autocorrelation structure.



----- Ursprüngliche Mail ----
Von: alfredo jimenez palmero <alfredojimenezpalmero@hotmail.com>
An: statalist@hsphsun2.harvard.edu
Gesendet: Mittwoch, den 20. Juli 2011, 11:54:55 Uhr
Betreff: st: heteroskedasticity and autocorrelation in GLS



Dear Stata users,

First of all my apologies for posting again, yesterday I forgot to add the topic 
so I guess not many people will read it. My question was, how do I control for 
heteroskedasticity and autocorrelation in GLS panels?

Thank you in advance

Alfredo                           
*
*   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/


*
*   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   |   Site index