Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Anderson Hsiao and panel data

From   Marcello Pagano <>
Subject   st: Anderson Hsiao and panel data
Date   Thu, 08 Jun 2006 05:51:06 -0400

Debbie Enders <> wrote:

Date: Wed, 7 Jun 2006 22:48:55 +0100 (BST)
From: Debbie Enders <>
Subject: Anderson-Hsiao

I would like to implement the Anderson-Hsiao
in stata for my panel data set. I had though of
this using xtivreg2, fd, but according to a previous


this command cannot be used for inference and
hypothesis testing. The only thing I found in the
files was the xtlsdvc command which has a
Anderson-Hsiao option, but this takes forever with
large datasets (I still haven't been able to get any
results out) and also doesn't give much flexibility.

Is xtivreg2, fd an appropriate way of implementing
Anderson-Hsiao? Is there any particular way of
specifying it that is necessary? Are the results
useful at all (given the points made in the posting
linked to above)? If not, is there any other way of
implementing Anderson-Hsiao in STATA?

Thank you very much for any help!


*   For searches and help try:

© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index