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st: panel autocorrelated
From
"Yusvita Triwiadhian S." <[email protected]>
To
statalist <[email protected]>
Subject
st: panel autocorrelated
Date
Tue, 21 Jun 2011 11:42:29 +0700
Dear all,
I have a panel dataset. After make some running and test with common,
fixed and random model, the output show that fixed effect is the fit
model. But there are autocorrelation, cross sectional correlation, and
heteroskedasticity in residual of my model. What should I do? how to
run fixed effect model with such characteristic of error. Thank for
attention.
Thank you
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