You can as well move to:
xtreg y x1... xn, fe cluster(country)
Please also note that:
-xtscc- (from ssc) produces Driscoll and Kraay (1998) standard errors for coefficients estimated by panel fixed-effects (within) regression. The error structure is assumed to be heteroskedastic, autocorrelated up to some lag, and possibly correlated between the groups (panels)
-gthacker- (from http://people.bu.edu/ralfaro/stata) fits a fixed-effects models with Newey-West standard error correction
Nicola
At 02.33 10/08/2007 -0400, you wrote:
>I have another question as well,
>I am also estimating a simple linear model for a panel of countries using GLS to
>take into account autoregression; but as I need to use country dummies I
>proceed as follows
>xi: xtgls y x1... xn i.country, [options]
>
>can anybody tell me if this way of proceeding is correct? Because I am basically
>trying to use fixed effects (my country dummies) with a procedure that
>estimates random effecta models only (the xtgls command)
>
>I am sorry if these questions might seem basic for the majority of you.
>
>Thank you very much for your help.
>
>Best regards
>Sergio
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