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Robust Feasible Generalized Least Squares FGLS Model in STATA

Noman Arshed 9,182 3 years ago
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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 https://youtu.be/vRndUgRFFmo and details are discussed here https://youtu.be/o07kXl0zgoE

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