st: xttest2 bug??

[Ricardo Gon�alves Silva <ricardogs@terra.com.br>]

Dear User,

In order to use the commanda xtpcse ..., hetonly I first use xttest3 and 
found significant statistics, like "chi2 (124)  =  35895.32 with Prob>chi2 = 
0.0000". So I reject the null of homocedasticity. However, I also like to 
test for contemporaneous correlation, when using xttest2 I got the following 
error:

Correlation matrix of residuals is singular.
not possible with test
r(131);

My panel is 124 x (18 to 33) and has very few missing values.

Any suggestion?

Thanks

Ricardo





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