Robust Feasible Generalized Least Squares FGLS Model in STATA

This video explores the possible post regression issues in #stata like #heteroskedasticity, #crosssectional #correlation, and cross sectional #dependence. We have also discussed the model of Panel Random Coefficient Model (#XTRC ) which allows the slopes to be varying across cross sections then build the Feasible Generalized Least Squares (#FGLS ) model which was #robust to the above mentioned problems in #fixed-effect model. Further discussion on basic panel data model selection is explained here Foundation and Development of Panel D... and details are discussed here Selecting Appropriate Panel Data Mode...

• #education
• #xtcd
• #robust
• #ar1
• #fgls
• #xtset
• #xtrc
• #estimate_feasible_generalized_least_squares
• #panel_data_models
• #heteroskedasticity_robust
• #autocorrelation_robust
• #estimate_random_coefficients_model
• #xtgls
• #stata_commands
• #panel_robust_regression