lz在做面板数据回归。用xtgls，后面的option中 corr(ar1) 和 corr(psar1)的区别不是很清楚。
官方的解释是corr(ar1) specifies that, within panels, there is AR(1) autocorrelation and that the coefficient of the AR(1) process is common to all the panels. If c(ar1) is specified, you must also specify t().
corr(psar1) specifies that, within panels, there is AR(1) autocorrelation and that the coefficient of the AR(1) process is specific to each panel. psar1　stands for panel-specific AR(1). If c(psar1) is specified, t() must also be specified.
但是我也不能理解……
有人能解释一下么，谢啦