我在用stata里用xtgls面板数据回归时,这些命令选项不大懂什么意思,
请高手指点:
Fit panel-data model with heteroskedasticity across panels
. xtgls invest market stock, panels(hetero)
Correlation and heteroskedasticity across panels
. xtgls invest market stock, panels(correlated)
Heteroskedasticity across panels and autocorrelation within panels
. xtgls invest market stock, panels(hetero) corr(ar1)
请问各个命令Fit panel-data model with heteroskedasticity across panels
和Correlation and heteroskedasticity across panels
和Heteroskedasticity across panels and autocorrelation within panels
各什么意思呢,不大懂。