Hi,I have a question on "xtgls". I know "xtgls" is fit the panel data model using GLS method.
My question is that whether this model is fixed effect model or random effect model? or this
method is not make a distinction between fe model and re model?
I have a panel data and choose fe and re using hausman test, the result indicates that the re model
is good. Howerer, the model residual exist serial correlation and heteroskedasticity. Can I use xtgls to
fit this model?
Thanks very much for any suggestions.
Best regards,
wanhaiyou
My question is that whether this model is fixed effect model or random effect model? or this
method is not make a distinction between fe model and re model?
I have a panel data and choose fe and re using hausman test, the result indicates that the re model
is good. Howerer, the model residual exist serial correlation and heteroskedasticity. Can I use xtgls to
fit this model?
Thanks very much for any suggestions.
Best regards,
wanhaiyou
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