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st: SURE in a dynamic heterogeneous non-stationary unbalanced panel with small sample size
From
Anirudh Shingal <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: SURE in a dynamic heterogeneous non-stationary unbalanced panel with small sample size
Date
Fri, 6 Aug 2010 13:57:07 +0200
Dear All,
I have a dynamic heterogeneous non-stationary unbalanced panel with N=14 and T=25 and several explanatory variables.
When I use SUREG to estimate the model for each cross-section, STATA says that the "covariance matrix of residuals is singular."
What should I do?
Many thanks,
Anirudh
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