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st: RE: problem with xtcsd
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
st: RE: problem with xtcsd
Date
Wed, 17 Feb 2010 19:25:00 -0000
Using the dataset and commands referred to and -xtcsd- from SSC, I get
. xtreg lngsp lnpcap lnpc lnemp unemp, fe
Fixed-effects (within) regression Number of obs =
816
Group variable: id Number of groups =
48
R-sq: within = 0.9413 Obs per group: min =
17
between = 0.9921 avg =
17.0
overall = 0.9910 max =
17
F(4,764) =
3064.81
corr(u_i, Xb) = 0.0608 Prob > F =
0.0000
------------------------------------------------------------------------
------
lngsp | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
lnpcap | -.0261493 .0290016 -0.90 0.368 -.0830815
.0307829
lnpc | .2920067 .0251197 11.62 0.000 .2426949
.3413185
lnemp | .7681595 .0300917 25.53 0.000 .7090872
.8272318
unemp | -.0052977 .0009887 -5.36 0.000 -.0072387
-.0033568
_cons | 2.352898 .1748131 13.46 0.000 2.009727
2.696069
-------------+----------------------------------------------------------
------
sigma_u | .09057293
sigma_e | .03813705
rho | .8494045 (fraction of variance due to u_i)
------------------------------------------------------------------------
------
F test that all u_i=0: F(47, 764) = 75.82 Prob > F =
0.0000
. xtcsd, pesaran abs
Pesaran's test of cross sectional independence = 30.368, Pr = 0.0000
Average absolute value of the off-diagonal elements = 0.442
-- and so cannot reproduce your problem.
Nick
[email protected]
amatoallah ouchen
http://www.stata-journal.com/sjpdf.html?articlenum=st0113
I'm confronted to an issue with xtcsd, in fact I'm just replicating
the same example presented in the stata journal (p 492) but I'm always
getting an error message :
"variable t not found in using data" and what puzzled me more was that
after getting the error message, many of my variables get dropped
mysteriously !
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