search for: xtpcse

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2011 Apr 07
1
Panel data - replicating Stata's xtpcse in R
Dear list, I am trying to replicate an econometrics study that was orginally done in Stata. (Blanton and Blanton. 2009. A Sectoral Analysis of Human Rights and FDI: Does Industry Type Matter? International Studies Quarterley 53 (2):469 - 493.) The model I try to replicate is in Stata given as xtpcse total_FDI lag_total ciri human_cap worker_rts polity_4 market income econ_growth log_trade fix_dollar fixed_xr xr_fluct lab_growth english, pairwise corr(ar1) According to the paper, this is an OLS regression with panel corrected standard errors including a lagged dependent variable (lag_total is...