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st: RE: prob with xttest2
You can use the xtcsd command for these purposes, which is suited for
panels where N > T.
Cheers
Vasilis
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Abhijit
Sarkar
Sent: Monday, 3 September 2007 12:24 AM
To: [email protected]
Subject: st: prob with xttest2
hi!
in my case N=85, T=8. xttest3 and xtserial tests indicate presence of
heteroscedasticity and serial autocorrelation.
the xttest2 command for cross-sectional correlation is generating the
following reply
Correlation matrix of residuals is singular.
not possible with test
r(131);
the r(131) refers to
error . . . . . . . . . . . . . . . . . . . . . . . . Return code 131
not possible with test;
You requested a test of a hypothesis that is nonlinear in the
variables. test tests only linear hypotheses. Use testnl.
what may be the problem...
tia
Abhijit
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