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Re: st: some more questions on panel regressions

From   Mark Schaffer <[email protected]>
To   [email protected], Indradeep Ghosh <[email protected]>
Subject   Re: st: some more questions on panel regressions
Date   Sun, 21 Nov 2004 16:04:52 +0000 (GMT)


Quoting Indradeep Ghosh <[email protected]>:

> hi all
> thanks for the responses to my earlier post on "two way error
> components 
> model"
> i have two questions :
> 1) why does stata not allow the robust option with any of the XTREG
>  commands? must i use XTGLS? my only problem with using XTGLS is that
> if i  have a fixed effects specification, i lose too many degrees of
> freedom for XTGLS to work

-areg- will do fixed effects estimation with robust or cluster options.


> 2) does stata offer unit root and cointegration tests for panel data?
> thanks again
> deep
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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]


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