gls

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...

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...

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...

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...