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st: prob with xttest2


From   "Abhijit Sarkar" <abhijit.newsletters@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: prob with xttest2
Date   Sun, 2 Sep 2007 19:54:14 +0530

hi!

in my case N=85, T=8. xttest3 and xtserial tests indicate presence of
heteroscedasticity and serial autocorrelation.


the xttest2 command for cross-sectional correlation is generating the
following reply

Correlation matrix of residuals is singular.
not possible with test
r(131);

the r(131) refers to
 error . . . . . . . . . . . . . . . . . . . . . . . .  Return code 131
        not possible with test;
        You requested a test of a hypothesis that is nonlinear in the
        variables.  test tests only linear hypotheses.  Use testnl.

what may be the problem...

tia

Abhijit
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