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]

RE: st: SURE in a dynamic heterogeneous non-stationary unbalanced panel with small sample size


From   Anirudh Shingal <Anirudh.Shingal@wti.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: SURE in a dynamic heterogeneous non-stationary unbalanced panel with small sample size
Date   Sat, 7 Aug 2010 11:32:59 +0200

Yes Kit, they are. I have four regressors in each equation. What do you suggest I do?

Many thanks,
Anirudh
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Christopher Baum [kit.baum@bc.edu]
Sent: 07 August 2010 10:00
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: SURE in a dynamic heterogeneous non-stationary unbalanced panel with small sample size

<>
On Aug 7, 2010, at 2:33 AM, Anirudh wrote:

> I have a dynamic heterogeneous non-stationary unbalanced panel with N=14 and T=25 and several explanatory variables.
>
> When I use SUREG to estimate the model for each cross-section, STATA says that the "covariance matrix of residuals is singular."

This will happen by construction if the regressors in each equation are numerically identical. Are they?

Kit



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/

*
*   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