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st: re: xttest2

From   Christopher F Baum <>
Subject   st: re: xttest2
Date   Thu, 3 Mar 2005 16:51:12 -0500

Ricardo said
So I reject the null of homocedasticity. However, I also like to
test for contemporaneous correlation, when using xttest2 I got the following

Correlation matrix of residuals is singular.
not possible with test

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

If you mean that you have 124 panel units and 18-33 time periods per unit, then you cannot run sureg on these data, since it requires T > N. xttest2 uses the same correlation matrix as the SUR estimator, so if N > T, cannot be done.


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