panel regression HAC
by Alison Loddick
Hi,
If we have time series data, we can use HAC robust standard errors; however, with panel regression, the robust standard errors are Arellano or PCSE. Is there a way using programming that we can do HAC for panel regression? From what I have read, Arellano isn't as good at dealing with serial correlation. Although I'm aware we can do dynamic panel regression, I'm fighting with lecturers who want students to use Eviews because you can use HAC for panel regression there.
Thank you
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
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11 months, 1 week
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Regression line with confidence interval
by Artur T.
Hi all,
I am pretty sure there is a functionality (built-in or part of some
package) to draw a regression line jointly with a confidence interval
similar to this one:
https://i.stack.imgur.com/GK4K0m.png
However, I can't find right now a ready-made command or function for
this, but I am pretty sure I have seen this in the past.
Any ideas? Thanks in advance!
Artur
11 months, 1 week
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