Criteria for xtregar or xtgls

[Sidra Ilyas]

Hi Dear,

As xtregar and xtgls are recommended for the panel dimensions when T>N, what is the criteria which distinguishes between the applicability of the two?

Thank you.

[Carlo Lazzaro]

Sidra:
those tro command differ in many respects.
For instance, -xtgls- accomodates for cross-sectional correlation, whreas -xtregar- allows both an -fe- and a -re- specification.
Which one is to prefer depends on the data at hand and research purposes.