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st: xtgls


From   Seema Bhatia <[email protected]>
To   [email protected]
Subject   st: xtgls
Date   Wed, 3 Oct 2007 11:02:07 +0100

Dear Statalist

I have a lagged dataset and have to perform a Random effects GLS estimation.

Should I be using the regular GLS command in stata in the linear models or 
is it more advisable to use the xtgls instead with the Iterated GLS option 
instead?

Any help would be much appreciated.

Regards

Seema 


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