> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Thushyanthan Baskaran
> Sent: Thursday, April 28, 2005 6:07 AM
> To: [email protected]
> Subject: st: autocorrelation
>
> Hi All,
>
> First of all I've to apologize for beeing a novice to STATA :). However,
> I already have a question:
> I'm trying to estimate a gravity model with panel data. I've used the
> xtserial command to check for serial correlation and found that the null
> of no serial correlation was rejected. Heteroscedasticity is present,
> too. Now I would like to know if it is possible to control for both. The
> xtreg doesn't seem to have some kind of robust option.
<snip>
In Stata 9 -xtreg- allows robust and cluster options. See
http://www.stata.com/help.cgi?xtreg
Scott
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