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RE: st: xtregar


From   "David M. Drukker, Stata Corp" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: xtregar
Date   Fri, 20 Jun 2003 07:51:33 -0500

Liliana Ramirez <lr480@columbia.edu> wrote:


> I am trying to calculate random and fixed effects models using
> xtregar in order to check for heteroskedasticity and
> autocorrelation. But my panel data includes 160 countries and only 3
> time observations 1970 1980 1990 because they are decade averages to
> avoid picking up business cycles dynimics. When I tried to permorm
> xtregar I got an error r(2000).

As part of the calculation, -xtregar- needs to calculate first differences of
the data.  Stata is trying to obtain the first differences using observations
from 1969, 1979, and 1989. Since none of these observations are present,
-xtregar- exits with r(2000) no observations.  

Liliana can solve this problem by creating another time variable, say t2,
such that

t     t2     
1970  1
1980  2
1990  3

I hope that this helps.

   David
   --ddrukker@stata.com
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