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

22 янв. 2016 г. · I am working on extending a paper whose regressions were obtained by OLS on a panel data (aprox. 20 years of data for 50 countries) using ... xtgls or xtpcse xtreg, xtgls, xtpcse, OR xtregar? Fixed effects in -xtpcse- Другие результаты с сайта www.statalist.org

Command. Description contrast contrasts and ANOVA-style joint tests of estimates estat summarize summary statistics for the estimation sample.

6 мая 2010 г. · Hello statalist I run a regression on a panel with an I(1) dependent variable, one I(1) regressor, autocorrelation and cross-panel ...

25 июл. 2019 г. · I'm writing my thesis on the operational profitability of airlines, and have a dataset with 10 companies for a time range of 13 years.

18 февр. 2005 г. · xtpcse computes OLS estimates with panel-corrected standard errors, while xtgls computes feasible GLS estimates. These commands allow estimation ...

29 июл. 2014 г. · Title<br />. stata.com<br />. <strong>xtpcse</strong> — Linear regression with panel-corrected standard errors<br />.

8 июн. 2011 г. · Dear Stata users, I am running a xtpcse with 4 independent variables, with N=29 and t=19, and options AR(1), rhotype(tscorr).

4 апр. 2011 г. · I want to reanalyze a study which was done in Stata (xtpcse linear regression with panel-corrected standard errors). I could not find the model or more ...

10 мая 2017 г. · I'm running a model to compare the effect of foreign aid on developing countries. My dependent variable is GDP capita growth.