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| From | "Johan Hellstrom" <johan.hellstrom@pol.umu.se> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: xtpcse command |
| Date | Tue, 5 Jun 2007 17:35:40 +0200 |
If you want a fixed effect GLS-PW then you could include unit specific dummy variables (and time-specific dummies) in the model. Other options could be, for instance, xtregar (that also allows for GLS-PW), xtgls, or Mark Schaffer's xtivreg2 and use robust bw(#) option for HAC standard errors. Best, Johan Hellstrom * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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