Cross section regressions
Posted: Sat Oct 02, 2010 3:47 am
Hi,
I'm estimating cross section regressions and I have some doubts in the estimation of parameters. I selected the fixed effects model, with cross section weights and white (diagonal) method. To what extent these parameters help me in correcting the standard errors? In what situations should I use fixed effects, weights and white diagonal method?
Thanks
Katy
I'm estimating cross section regressions and I have some doubts in the estimation of parameters. I selected the fixed effects model, with cross section weights and white (diagonal) method. To what extent these parameters help me in correcting the standard errors? In what situations should I use fixed effects, weights and white diagonal method?
Thanks
Katy