Since you did not show us your original command (as requested by the
FAQ) or describe your data set, we are somewhat limited in the
assessment that we can make. I would speculate that with country
units you need some kind of clustering or multilevel approach.
Moreover, the number of country-level variables that you can fit is
limited by the numbers of countries in the data. The number of firms
is probably also limiting if you have repeated observations on firms.
-Steve
> Sue wrote:
>
> <<<I'm seeing some huge test statistics that I can't seem to explain. <snip> Does anyone have an idea why
> this might be happening?>>>
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774
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