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st: RE: Fixed Effects Model

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Fixed Effects Model
Date   Tue, 14 Oct 2003 19:38:28 +0100

Kimberley Tran

>  My empirical estimation is based on a panel of 10 units
> for a 20-year time  period.
> I have reasons to believe that the model is a fixed effect
> model. My question
> is: are there commands to test for, and correct autocorrelation and
> heteorscedasticity in a fixed-effect model? Furthermore, is
> the "robust"
> command in Stata valid for panel data? I keep getting an
> "invalid syntax" message.

One comment only, as on questions like this I am not
qualified to be a panelist; in particular, I am not able
to answer the question about statistical validity.

In general, the option -robust-
will be available for a command if and only if the help
for that command says it is. So, if you are typing
some specific command for which -robust- is supposedly
available, please say exactly what you are typing.

[email protected]

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