Hello, I am quite new with Stata and am learning a lot from the forum (need to write a paper).
I am trying to replicate an older paper that used Pooled GLS and showcased robust standard errors in parenthesis (instead of t-stat) as one of the comparable results.
I tried to copy the same but could not find the command to calculate robust standard errors in a pooled GLS fixed model (xtgls not xtreg).
I am aware that ,robust works on xtreg (random effect pooled GLS) and reg but my professor advised that I need to use xtgls for a fixed effect pooled gls model.
Hope someone can help me.. I am using an older version of Stata at 14.2
Sincerely,
Changwoo.
I am trying to replicate an older paper that used Pooled GLS and showcased robust standard errors in parenthesis (instead of t-stat) as one of the comparable results.
I tried to copy the same but could not find the command to calculate robust standard errors in a pooled GLS fixed model (xtgls not xtreg).
I am aware that ,robust works on xtreg (random effect pooled GLS) and reg but my professor advised that I need to use xtgls for a fixed effect pooled gls model.
Hope someone can help me.. I am using an older version of Stata at 14.2
Sincerely,
Changwoo.
