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st: xttest2 for N<T
From
"Terzopoulou, Eleftheria" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: xttest2 for N<T
Date
Mon, 15 Aug 2011 16:04:51 +0100
Dear Statalisters,
I have a panel of N=20 and T=28 and I want to test for cross sectional dependence. I read that Pesaran's test is valid only for N>T and LM test is applicable in my case. However, I have a problem after estimating with FE. I take the following:
xttest2
Correlation matrix of residuals is singular.
not possible with test
What to do?
Kind regards,
Elli
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