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st: RE: prob with xttest2


From   "Vasilis Sarafidis" <V.Sarafidis@econ.usyd.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: prob with xttest2
Date   Mon, 3 Sep 2007 11:58:25 +1000

You can use the xtcsd command for these purposes, which is suited for
panels where N > T.

Cheers

Vasilis


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Abhijit
Sarkar
Sent: Monday, 3 September 2007 12:24 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: prob with xttest2

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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