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st: RE: problem with xtcsd


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: problem with xtcsd
Date   Wed, 17 Feb 2010 19:25:00 -0000

Using the dataset and commands referred to and -xtcsd- from SSC, I get 

. xtreg lngsp lnpcap lnpc lnemp unemp, fe

Fixed-effects (within) regression               Number of obs      =
816
Group variable: id                              Number of groups   =
48

R-sq:  within  = 0.9413                         Obs per group: min =
17
       between = 0.9921                                        avg =
17.0
       overall = 0.9910                                        max =
17

                                                F(4,764)           =
3064.81
corr(u_i, Xb)  = 0.0608                         Prob > F           =
0.0000

------------------------------------------------------------------------
------
       lngsp |      Coef.   Std. Err.      t    P>|t|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
      lnpcap |  -.0261493   .0290016    -0.90   0.368    -.0830815
.0307829
        lnpc |   .2920067   .0251197    11.62   0.000     .2426949
.3413185
       lnemp |   .7681595   .0300917    25.53   0.000     .7090872
.8272318
       unemp |  -.0052977   .0009887    -5.36   0.000    -.0072387
-.0033568
       _cons |   2.352898   .1748131    13.46   0.000     2.009727
2.696069
-------------+----------------------------------------------------------
------
     sigma_u |  .09057293
     sigma_e |  .03813705
         rho |   .8494045   (fraction of variance due to u_i)
------------------------------------------------------------------------
------
F test that all u_i=0:     F(47, 764) =    75.82             Prob > F =
0.0000

. xtcsd, pesaran abs
 
 
Pesaran's test of cross sectional independence =    30.368, Pr = 0.0000
 
Average absolute value of the off-diagonal elements =     0.442

-- and so cannot reproduce your problem. 

Nick 
n.j.cox@durham.ac.uk 


amatoallah ouchen

http://www.stata-journal.com/sjpdf.html?articlenum=st0113

I'm confronted to an issue with xtcsd, in fact I'm just  replicating
the same example presented in the stata journal (p 492) but I'm always
getting an error message :
"variable t not found in using data" and what puzzled me more was that
after getting the error message, many of my variables get dropped
mysteriously !

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