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

st: Heteroscedasticity & xtregar

From   Caroline Gunning-Trant <>
Subject   st: Heteroscedasticity & xtregar
Date   Mon, 17 Nov 2003 15:48:09 -0800 (PST)


Could someone please offer advice on how to deal with
heteroscedasticity between panels when using the xtregar command?
I tried estimating my model with xtgls which corrects for het. and serial
correlation but it was no good since the right hand side of my
model contains a lagged dependent variable. Any advice is appreciated. I'm
new at Stata and fumbling wildly.

Thanks very much,
Caroline Gunning-Trant
*   For searches and help try:

© Copyright 1996–2023 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index