I contacted Federica off-list. It appears that the problem was her Stata
was not up to date. -xtfisher- uses -dfuller- which was updated in July
2004.
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Federica Maiorano
> Sent: Monday, April 11, 2005 5:10 AM
> To: [email protected]
> Subject: st: xtfisher
>
> Dear all,
>
> I have an unbalanced panel (N=28 and T=14) and I have
> run an xtfisher test on some of my variables.
>
> The test does not seem to produce any results, i.e.
> returns a missing value for the test statistic.
>
> Could you please help me understand why this happens?
>
> Many thanks.
> Federica Maiorano
>
>
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