I am trying to run -xtpcse, pairwise- on unbalanced pooled cross
sectional time series data, with no single period common to all panels.
Depending on the model I can occasionally get the routine to work by not
including panel and/or time dummies. But usually the routine spits out
error message r(506), which in long form is explained thus:
[P] error . . . . . . . . . . . . . . . . . . . . . . . . Return
code 506
matrix not positive definite;
You have issued a matrix command that can only be performed on a
positive definite matrix and your matrix is not positive
definite.
I know very little about matrix algebra. Would someone be willing to
substantively "translate" the error message? I would love to have a
more intuitive sense of what my problem is, and how I might go about
fixing it.
Jason Webb Yackee, PhD Candidate; J.D.
Fellow, Gould School of Law
University of Southern California
[email protected]
Cell: 919-358-3040
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