Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: contemporaneous correlation in panel models

From   "Mark Gasiorowski" <[email protected]>
To   <[email protected]>
Subject   st: contemporaneous correlation in panel models
Date   Sat, 10 Aug 2002 12:09:46 -0500

correlation in a panel model.  I am estimating this model on an
unbalanced dataset where the number of units is much larger than
the number of time points, so I cannot use FGLS or PCSE models to
deal with contemporaneous correlation.  Does anyone know how I
can do such a test, either in LIMDEP or in Stata?  Also, I do not
have a good feel for how much and what sort of a problem
contemporaneous correlation poses, so I would appreciate learning
of any citations that might discuss it in detail.  Thanks.

Mark Gasiorowski
Department of Political Science
Louisiana State University
Baton Rouge, LA 70803  USA
Phone: (225) 578-2550

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index