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st: How to use xtgls, panels(cor) with imbalance panel data


From   king <[email protected]>
To   [email protected]
Subject   st: How to use xtgls, panels(cor) with imbalance panel data
Date   Mon, 4 Nov 2013 13:49:52 -0500

Hi Statalist,

I have an imbalance panel with significant groupwise
heteroskedasticity, cross-sectional correlation, and first-order
autocorrelation.

But when I regress with the command: xtgls, panels(cor) corr(psar1)

STATA give a message "panels must be balanced".

But xtgls , panels(het) corr(psar1)  works well.

I wonder how could I deal with this problem?

Thank you very much in advance.

Feng
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