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  • How to obtein the fixed effects from a gls estimator?

    When I estimate a gravity model with fixed effects using panel data that has heteroskedasticity and autocorrelation and using a gls estimator to solve these problems, what command I use to get the fixed effects for each i? I'm using this equation:

    xi: xtgls imp $z1 $z2 ano02 ano03 ano04 ano05 ano06 ano07 ano08 ano09 ano10 ano11 ano12 ano13 ano14, panels(heteroskedastic) corr(ar1)


    Tkank you..

  • #2
    This is not a Mata problem. So you are more likely to get a meaningful reply in the General forum.
    ---------------------------------
    Maarten L. Buis
    University of Konstanz
    Department of history and sociology
    box 40
    78457 Konstanz
    Germany
    http://www.maartenbuis.nl
    ---------------------------------

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