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From | Christopher Baum <kit.baum@bc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | Re: st: SURE in a dynamic heterogeneous non-stationary unbalanced panel with small sample size |
Date | Sat, 7 Aug 2010 04:00:50 -0400 |
<> On Aug 7, 2010, at 2:33 AM, Anirudh wrote: > 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." This will happen by construction if the regressors in each equation are numerically identical. Are they? Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/