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st: xttest2 bug??


From   Ricardo Gonçalves Silva <ricardogs@terra.com.br>
To   "Stata" <statalist@hsphsun2.harvard.edu>
Subject   st: xttest2 bug??
Date   Thu, 3 Mar 2005 16:22:29 -0300

Dear User,

In order to use the commanda xtpcse ..., hetonly I first use xttest3 and found significant statistics, like "chi2 (124) = 35895.32 with Prob>chi2 = 0.0000". So I reject the null of homocedasticity. However, I also like to test for contemporaneous correlation, when using xttest2 I got the following error:

Correlation matrix of residuals is singular.
not possible with test
r(131);

My panel is 124 x (18 to 33) and has very few missing values.

Any suggestion?

Thanks

Ricardo





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