problems with Generalized Least Square

[Gabriella Miniero]

Hi Forum!
I have a problem with GLS method. I'm not sure that the Stata command "xtgls" is correct for me, just because I haven't panels data. My response variable is the "consumption", my obs are the Italian provinces, and my predictors are unemployment, the average wage, etc. Can you help me?

. regress consumilog disoccup inattivitàlog retrib_medialog componenti_famsqr

      Source |       SS       df       MS              Number of obs =     107
-------------+------------------------------           F(  4,   102) =  200.05
       Model |  5.43680568     4  1.35920142           Prob > F      =  0.0000
    Residual |  .693034164   102  .006794453           R-squared     =  0.8869
-------------+------------------------------           Adj R-squared =  0.8825
       Total |  6.12983984   106  .057828678           Root MSE      =  .08243

-----------------------------------------------------------------------------------
       consumilog |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
------------------+----------------------------------------------------------------
         disoccup |  -.0132551   .0027748    -4.78   0.000     -.018759   -.0077512
    inattivitàlog |  -.6670955   .0805296    -8.28   0.000    -.8268255   -.5073654
  retrib_medialog |   .4781122   .1531212     3.12   0.002     .1743971    .7818273
componenti_famsqr |   .0401237   .0133465     3.01   0.003      .013651    .0665963
            _cons |    5.11111   1.678655     3.04   0.003     1.781507    8.440714
-----------------------------------------------------------------------------------

[Carlo Lazzaro]

Duplicate post. See replies at: https://www.statalist.org/forums/for...35-gls-problem.

[Ahmad shakiba]

Thank you mr lazzaro
but hoow interpret goodness of fit generalized least squares estimation? goodness of fit in generalized least squares estimation?