Help for Panel Data heteroscedasticity and cross-sectional correlation but no first-order autocorrelation

[Gonzalo El Castor]

I need help

I did some tests on my panel data model fixed effects and it turns out that I have heteroscedasticity and cross-sectional correlation. However, I don't have first-order autocorrelation.

Adding robust cluster() to xtreg

Is it sufficient or should I handle it better with xtpcse and correlation ()

[Nick Cox]

Cross-posted at https://www.reddit.com/r/stata/comme...ed_help_xtreg/

Please note our longstanding request that you tell us about cross-posting.
https://www.statalist.org/forums/help#crossposting

This is also explicit as a rule on the Reddit side.

While you're there, please note our request that people use full real names, not those of (in this case) a cartoon character. https://www.statalist.org/forums/help#realnames

[Carlo Lazzaro]

The OP, who is welcomed and will be even more so when abiding by the Stata rules kindly reminded by Nick, is also recommended to follow the FAQ once more and share what she/he typed and what Stata gave her/him back. Thanks.