Hi everyone, I have a panel data (T=9 and N=24) and I have the three following problems:
- heteroscedasticity
-cross-sectional dependency
-time fixed effect
first of all, I run fixed via random model and the Hausman test reject the null hypothesis of Random effects. Then i run FGLS model with the following command (xtgls Y X i.year, panels(correlated)corr(psar1) rhotype(freg)) .
Do my estimation is right or false? if false, how can i resolve these problems?
Thanks
Related Posts with xtgls command
Creating a variable that counts how many months since you started receiving a 1 for a certain variableHi, I have code set up in the following way (below). I have three important variables, mci= an id f…
Generalized Hausman test 'suest' after GMM estimation 'xtdpdgmm'Dear friends, I am trying to run a 'suest' generalized Hausman test after 'xtdpdgmm' estimation, I d…
Using a global within regress Code: global wc_mvp = 10 regress percent_funded novelty_score if wc > $wc_mvp returns invali…
Indicator Variable dropped from fixed effects regression resultsGood evening everybody, I have posted this question elsewhere in stata forum but I did not get any …
Crude incidence rate stratified by calendar yearI have estimated the overall crude incidence rate of diabetes in people with hypertension (the study…
Subscribe to:
Post Comments (Atom)
0 Response to xtgls command
Post a Comment