Hi Nicola
Thank you very much for your valuable information. It really will help me.
How about putting the dummies myself and then using newey2? Will it work?
Thank you again.
Sams
Quoting [email protected]:
> You understand correctly: -newey2- does not implement panel models such as
> fixed or random effects (as clearly stated in the help).
> I usually take a look at
>
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programmi
ng.htm
> about how to correct the standard errors in panel data analysis.
> The idea is to cluster by the id variable.
>
> Nicola
>
> At 02.33 09/04/2007 -0400, you wrote:
> >Hi
> >I have sent a question but did not get any answer. I need to correct serial
>
> >correlation in fixed effect model. as far as I understand newey2 cannot work
>
> >in fixed or random effect model. Is it right? Is there any command in stata
> to
> >correct for serial correlation in stata?
>
> *
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
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