Thank you very much.
Newey2 can correct serial correlation in panel data but not in fixed or random
effect form. How about putting the dummies myself and then using newey2?
Sams
Quoting Stas Kolenikov <[email protected]>:
> The thoughts are jumping around -- the issues are with -xtdata-, I've
> never used -newey2- and don't really know if it has any issues or
> not...
>
> On 4/9/07, Stas Kolenikov <[email protected]> wrote:
> > You can look at -xtdata, fe- transformation, and then run -newey,
> > nocons- on it. The help file for -newey2- says it does run with panel
> > data, although, as far as I can recall, there might be some issues
> > with running it that way.
> >
> > On 4/9/07, [email protected] <[email protected]> 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?
> >
> > --
> > Stas Kolenikov
> > http://stas.kolenikov.name
> >
>
>
> --
> Stas Kolenikov
> http://stas.kolenikov.name
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>
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