Hello everyone,
I ran fixed effects regression with xtreg and my model has some problems of heteroskedasticity, cross-sectional dependence and correlation. Do you think that xtscc with Driscoll–Kraay standard errors is the best option for these problems? My dataset is for 110 countries from 2002-2018 (T=17, N=110)
Related Posts with how to fix heteroskedasticity, cross sectional dependence and correlation for panel data?
New package: xtbreak - module for detecting and dating multiple structural breaks in time series and panel data- Again on revisiting the role of p-value
- Unconditional Quantile Regression (rifreg) with an Interaction Term; and an independent percentile score variable
- Repeated-Measure Ancova with Participants Randomized within Each Treatment/Condition
- Collinearity with time dummies in FE, but not in RE
Subscribe to:
Post Comments (Atom)
0 Response to how to fix heteroskedasticity, cross sectional dependence and correlation for panel data?
Post a Comment