Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtabond2: singular covariance matrix


From   Daniel Lee <chanlee70@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond2: singular covariance matrix
Date   Fri, 14 Jul 2006 07:40:02 -0700 (PDT)

Hi.

I've been running regressions using xtabond2. But I'm
concerned about the validity of my test results for
the following warning:

Warning: Two-step estimated covariance matrix of
moment conditions is singular.

Does this negate the validity of one-step test
results?

Thanks,

Daniel

__________________________________________________
Do You Yahoo!?
Tired of spam?  Yahoo! Mail has the best spam protection around 
http://mail.yahoo.com 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index