Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Serial Correlation and Hetroskedasticity in a repeated cross section dataset
From
Joseph Kwan <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Serial Correlation and Hetroskedasticity in a repeated cross section dataset
Date
Wed, 7 Aug 2013 13:20:48 +0000
Dear Statalists,
I wonder if there could be serial correlation and hetroskedasticity in a repeated cross section dataset?
There is no panel element in my dataset and all of my observations are from a random sample at different points in time which are combined together to form a repeated cross section.
In this case, if I suspect hetroskedasticity and serial correlation, does the vce(robust) command correct for all of these issues? or should I go for something else?
Joseph
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/