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st: Tests for cross sectional dependence when xttest2 doesn't work


From   rado645-bg@yahoo.de
To   statalist@hsphsun2.harvard.edu
Subject   st: Tests for cross sectional dependence when xttest2 doesn't work
Date   Tue, 7 Jun 2011 11:58:51 +0100 (BST)

Dear all,

I would like to test for the presence of cross-sectional dependence in my 
unbalanced panel dataset. However when running the xttest2 command, I receove 
the following error message:

" xttest2  

Correlation matrix of residuals is singular.
not possible with test

Is it possible to overcome this limit of the command? Is there another 
alternative to xttest2?

I use the following command line for the regression:
xtreg a1 a2 a3 ,fe  

Many thanks in advance. 

Best,
R. 


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