LSDV with XTSCC?

[rizki karim]

I would like to do LSDV. in my case, the model has hetero and autocol problems, hence I used DK standard error to deal with.
the question is "it is possible to use XTSCC in LSDV?"

such "Xtscc Y x1 x2 x3 x4 indonesia malaysia philippines singapore thailand"

[Maxence Morlet]

How many time periods do you have, and how many cross-sectional units do you have?

If you have T>N, with T being large, then the user-written xtscc may be appropriate. You would need to specify the , fe option.

[rizki karim]

hi Morlet, i have 22 years of observationm and my model has autocol and heteroscedasticity problem, that why i would like to use xtscc,,,
i also have A suggestion from my spv, to see the different nations impact by using LSDV, it is possible to use xtscc for LSDV model?

[Jeff Wooldridge]

How many nations do you have?

[rizki karim]

i have six ASEAN countries
cambodja, indonesia, singapore, thailand, philippines, and malaysia

[rizki karim]

up

[Jeff Wooldridge]

With T pretty small and N very small, you should use xtscc with a small bandwidth -- one or two. And I would use two-way fixed effects.