<>
If you have access to Stata 11, the latest version of -xtmixed- could be a
suitable tool to handle both. See the help file
http://www.stata.com/help.cgi?xtmixed
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Sarita
Koendjbiharie
Gesendet: Dienstag, 15. September 2009 14:42
An: [email protected]
Betreff: st: random effects panel model with heteroskedasticity and
autocorrelation
Dear users,
Is it possible to run a random effects panel model controlling for
heteroskedasticity and autocorrelation in Stata?
I can run xtregar but how do I control for panel-level
heteroskedasticity?
In the thread I can only find how to detect it.
best regards/met vriendelijke groet,
Sarita Koendjbiharie
PhD Candidate
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