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st: xtpcse, hetonly
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?
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