Thursday, March 09, 2006

st: both heteroscedasticity and autocorrelation

Dear Statalist, I encountered a problem with panel data when I attempted to run fixed-effects and/or random effects models. My data set has both heteroscedasticity and autocorrelation. I can not figure out how to mitigate the problems in stata 9. Meanwhile, how should I run the hausman test for such probelmatic data?

Kindly Regards,

Mao * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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