Hi. I am a stata user and I was wondering if you could help me with the
following two questions.
1) What is the difference between xtgls and xtreg (either fe or re). When
should we use xtgls over xtreg?
2) How come the xtgls command does not produce an R-squared? And, how can I
obtain an R-squared (or its equivalent) when using the xtgls command.
Thank you,
Ho-uk
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