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From |
"Andrea Morescalchi" <morescalchi@ec.unipi.it> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Fixed Effects GLS |

Date |
Tue, 12 Apr 2011 10:56:50 +0200 |

Dear Ada and Maysa,

Thanks in advance Andrea On Tue, 12 Apr 2011 00:09:11 +0000 "Ada Ma" <heu034@googlemail.com> wrote:

Fixed Effects model is a kind of GLS model. Use the basicFE commands and you will be fine.There are user written commands for two way FEs but Ican't remember the commands' names, sorry! There are twoof them and they r both featured in the Stata Journal,one of the authors for one command is Upward. HTH.Sent using BlackBerry® -----Original Message----- From: May Ster <mayfrank@gmail.com> Sender: owner-statalist@hsphsun2.harvard.eduDate: Mon, 11 Apr 2011 23:10:06To: <statalist@hsphsun2.harvard.edu>Reply-To: statalist@hsphsun2.harvard.eduSubject: st:Fixed Effects GLSDear Statalist,I tried reading Woolridge (2002), Chapter 10 after hementionedchoosing between Random effects model and Fixed effectsmodel, he doesmentioned 'Fixed Effects GLS".I'm not sure how does this apply to STATA command if iwant to use'Fixed Effects GLS".If my model is a two-way fixed effects model, Basically,is the 'FixedEffects GLS" can be written like this (i've checked forserialcorrelation in error terms) ;xi: xtgls var1 var2 var3 i.year , panel(hetero)corr(psar1)Please help. Thank you very much in advance Maysa * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Fixed Effects GLS***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

**References**:**st: Fixed Effects GLS***From:*May Ster <mayfrank@gmail.com>

**Re: st: Fixed Effects GLS***From:*"Ada Ma" <heu034@googlemail.com>

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