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st: xtpcse, hetonly


From   "Jan Teorell" <Jan.Teorell@statsvet.uu.se>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtpcse, hetonly
Date   Fri, 28 May 2004 20:09:59 +0200

I have an unbalanced panel of tscs-data of 193 countries and some 30 
years, where some countries cease to exist before others gain 
independence. I thus need to specify the option "pairwise" in order 
to obtain pcse's from xtpcse. But for some reason I cannot obtain 
standard errors corrected only for panel heteroskedasticity, using 
the "hetonly" option. If I try I get the error message "not sorted
r(5);" (and yes, I have sorted the data and set the tsset parameters -
- as I said, i am able to obtain pcse:s using the pairwise-option). 
Anyone got a clue?

Jan Teorell



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