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st: positive definite matrices

From   "Jason Yackee" <>
To   <>
Subject   st: positive definite matrices
Date   Wed, 20 Sep 2006 11:46:36 -0700

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

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
Cell: 919-358-3040

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