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st: xtlogit fe autocorrelation and residuals


From   "Mark Voight" <[email protected]>
To   [email protected]
Subject   st: xtlogit fe autocorrelation and residuals
Date   Sat, 15 Sep 2007 18:49:50 +0000

Dear all,

I am estimating fixed effects panel models (both linear and logit) using xtreg and xtlogit. Since my data suffer from autocorrelation I used xtregar, fe to estimate my linear models. However, I have not found a similar command for xtlogit. Is there an xtlogit command that corrects for autocorrelation, without having to use random effects models (I really need to estimate fixed effects models)?

In terms of residuals testing, I used 'predict residuals, e' for the linear xt models. This command does not seem to work xtlogit models. Is there a similar command for xtlogit?

Many thanks for any anwers,
Mark

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