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st: RE: xttest2


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xttest2
Date   Sun, 14 Mar 2010 10:30:54 +0100

<>


See the recent reply by Kit Baum
http://www.stata.com/statalist/archive/2010-03/msg00316.html



HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Burak Darbaz
Sent: Sonntag, 14. März 2010 00:02
To: statalist@hsphsun2.harvard.edu
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

Burak


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