Hi there,
So, u mean XTGLS is a fixed effect model? I could not find any info on that. If u dont mind could u please call me at 6173724362?
sincerely,
shruti
----- Original Message -----
From: Jason Yackee <[email protected]>
Date: Monday, September 18, 2006 12:29 pm
Subject: st: RE: request for suggestions on fixing heteroscedasticity in fixed effect model
> You don't specify under # 1 whether you are running regular OLS or
> the Beck & Katz (1995) flavor, which is implemented as - xtpcse -.
> If you haven't tried the latter, see if that does anything for
> you, though there is some debate over whether B&K is better than a
> fixed effects GLS estimator with robust standard errors given
> certain conditions. See
> http://polmeth.wustl.edu/retrieve.php?id=54#search=%22%22panel%20corrected%20standard%20errors%22%22
> Jason Webb Yackee
> Fellow
> Gould School of Law
> University of Southern California
> Los Angeles, California 90089-0071
> Tel: 213-740-2865
> Fax: 213-740-5502
> Cell: 919-358-3040
> email: [email protected]
> �
>
> -----Original Message-----
> From: [email protected] [owner-
> [email protected]] On Behalf Of SHRUTI KHADKA MISHRA
> Sent: Monday, September 18, 2006 8:47 AM
> To: [email protected]
> Subject: st: request for suggestions on fixing heteroscedasticity
> in fixed effect model
>
> Hi,
> My question is how can we fix heteroscedasticity problem in a
> Fixed effect model?
>
> I am running a panel model of 26 countries and 24 years.
>
> I found two solutions in STATA to deal with heteroscedasticity.
> 1. OLS with dummies to make it fixed effect and run Robust Error
> to correct heteroscedasticity. But then, I have many varibles
> which are already dummies themselves, so its hard to deal with
> collinearity problem.
>
> 2. xtgls. But I can not relate if and how to turn FGLS into a
> fixed effect model.
>
> Do you guys have better ideas to deal with it?
>
> Appreciate your help.
>
> Shruti Khadka Mishra
> Graduate Student
> The Ohio State University
>
> *
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>
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