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