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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
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