xtpcse calculates panel-corrected standard error (PCSE) estimates for linear cross-sectional time- series models where the parameters are estimated by either ...

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Опубликовано: 10 авг. 2023 г.

22 янв. 2016 г. · The choice of the autocorrelation option (ar1 vs psar1) when implementing the linear regression with panel-corrected standard errors ... xtpcse or xtreg, fe r in panel data where N is not much ... xtpcse with ols coefficients and ar(1) standard errors Другие результаты с сайта www.statalist.org

29 апр. 2023 г. · You are doing a regression with only 80 observations, your standard errors will likely be big. Also different ways to compute standard errors ...

Beck and Katz (1995) suggest using OLS parameter estimates with asymptotic standard errors that are corrected for correlation between the panels. This ...

In Stata, Newey-West standard errors for panel datasets are obtained by choosing option force of the newey command. While all these techniques of estimating ...

22 окт. 2024 г. · In this paper, we discuss an implementation of them in the R system for statistical computing. The key computational issue is how to handle unbalanced data.

point estimates, standard errors, testing, and inference for linear combinations ... [XT] xtpcse — Linear regression with panel-corrected standard errors. [U] 20 ...

In Stata 9, heteroskedasticity- consistent or “White” standard errors are obtained by choosing option vce(robust), which is available for most estimation ...

We may also want to consider using panel-corrected standard errors (option xtpcse) for estimating variances in such models. These variance estimates return ...