Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: Problem with xttest2


From   Kit Baum <baum@bc.edu>
To   "Elisabeth Kutschka" <Elisabeth.Kutschka@ovgu.de>
Subject   st: Re: Problem with xttest2
Date   Fri, 5 Mar 2010 10:11:09 -0500

The reason for that is usually that you have more units in the panel than observations on each unit. That would cause -sureg- to fail with a singular VCE of the residuals, and as this test is looking at that VCE, it cannot handle it either. A matrix with g columns cannot have full column rank if it has fewer then g rows, and in this case the xtgls residuals form such a matrix.

Kit

On Mar 5, 2010, at 9:18 AM, Elisabeth Kutschka wrote:

> Dear Mr. Baum,
> 
> I used your STATA module "xttest2" to perform Breusch-Pagan LM test for
> cross-sectional correlation after xtgls-Regression. (I use STATA 10)
> However, the test does not work and the error message is: "Correlation
> matrix of residuals is singular. not possible with test r(131)".
> 
> Is there any way to solve this problem? Thank you very much for your help!
> 
> With best regards,
> Elisabeth Kutschka
> 
> 
> ______________________________
> 
> Dipl.-Vw. Elisabeth Kutschka
> Otto-von-Guericke-Universität Magdeburg
> Lehrstuhl für Internationale Wirtschaft
> Postfach 4120
> D-39106 Magdeburg
> Tel.: (49)391 67 11 645
> Fax: (49)391 67 11 177
> 
> 
> 


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index