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The s.e. is missing. Further, the LR test for rho=0
reported at the bottom of the result indicates that
it is indeed greater than zero.

This indicates that the sigmau is contributing to the overall
variance and is important.

These two conclusions are obviously at odds with
each other. What am I missing?

Thank you for any help.

Jyotsna (Jo) Puri
Doctoral Candidate, Department of Agriculture and Resource Economics,
University of Maryland, College Park, MD

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