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Re: st: xtpcse, hetonly


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtpcse, hetonly
Date   Sat, 29 May 2004 01:22:10 +0100 (BST)

Jan Teorell wrote:

> 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?

If your panel contains 193 cross-sections, it might be OK to transfer to
FGLS (-xtgls-), don't you think? You might be able to do what you want to
do there. It may not work, but it's just a stray thought from a strictly
non-econometrican...

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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