gls

  1. L

    How to get the goodness-of-fit RSS in random-effects model?

    Good morning to the community Stata and to the statistics community :). I would like to perform an interpretation of an entire regression output concerning a random-effects model. But I don't know how to capture the information of the RSS [see the image below]. The information concerning the RSS...
  2. L

    Time invariant independent variable

    Hey all, I have a time-invariant independent variable and a continuous dependent variable. My dataset is unbalanced panel data. I already know that I cannot use the fixed effects model as my time-invariant variable would be removed. Consequently, I decided to employ a Hausman-Taylor model in...
  3. S

    Generalized Least Squares (and ANOVA type III)

    Dear all, I ran a type III ANOVA on a model of this kind: gls(y~x1+x2+x3). I found that both x2 and x3 are significant. However, if I drop x3 from the analysis (gls(y~x1+x2), then no independent variable is significant. If I drop x2 instead (gls(y~x1+x3), x3 is significant. So, basically...
  4. E

    Pooled GLS and POLS

    Hello everyone, This semester I'm studying, OLS, GLS, RE, FE, MLE, and a lot of beautiful concepts :D. But I get a little bit concerning the different assumptions of each model and their difference. Here is what I need to answer and I will say what I've understood/found so far thanks my...