Monday, March 13, 2006
st: both heteroscedasticity and autocorrelation
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 problematic data?
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/
Links to this post: