what is the difference b/w the xtreg and xtpcse routines?*

[Changho Moon]

I would like to analysis panel model with fixed effect and contemporaneous correlation.

So, I choosed the two belowed routines

xtpcse y x i.ind

xtgls y x i.ind, panels(correlated)

what is the difference b/w the xtreg and xtpcse routines?

[Carlo Lazzaro]

Changoo:
do you mean -xtreg- or -xtgls- vs -xtpsce-?

[Changho Moon]

xtgls vs. xtpcse

i read that xtpcse itself could be considered when model suspected of having hetero.

[Carlo Lazzaro]

Changoo:
-help xtpcse- tells that it deals with epsolon errors that are heteroskedastic and contemporaneously correlated across panels.

[Changho Moon]

thank you for your kindness and expertise!