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  • How to interpret the rho value from the output of xtpcse - Linear regression with panel-corrected standard errors (PCSE)

    Hello,


    I am using the command xtpcse with AR(1) and I have obtained a rho of 0.584676.

    How I can interpret the previous value?

    How can I test if this value is significant?


    Regards,
    Vítor Pereira
    (Stata/IC 15.1)
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