[Limdep Nlogit List] panel model with AR1

Bill Spitz bills at gra-inc.com
Thu Apr 16 00:14:19 EST 2009


Hi all.
I am trying to estimate a one-way fixed effects panel model with autocorrelation as described in E11.8.7 of the LIMDEP manual.

I have followed the command specification exactly, but when the program gets to the command with ;AR1 included, it bombs completely and I am exited out of the program immediately. I have checked to make sure that the value of RHO is positive immediately prior to running the ;AR1 specification.

Any help appreciated.

/Bill Spitz


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