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st: RE: xttest2

From   "Martin Weiss" <>
To   <>
Subject   st: RE: xttest2
Date   Sun, 14 Mar 2010 10:30:54 +0100


See the recent reply by Kit Baum


-----Original Message-----
[] On Behalf Of Burak Darbaz
Sent: Sonntag, 14. März 2010 00:02
Subject: st: xttest2

Dear Statalist,

I have a panel with N=22 and T=68 and I would like to test for
cross-sectional dependence
When I run the xttest2 postestimation, I receive the following error

"Correlation matrix of residuals is singular.
not possible with test"

Is there any alternative you might suggest? I know that it is not valid to
apply xtcsd since in my sample T>N

Thanks a lot


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