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


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Tests for cross sectional dependence when xttest2 doesn't work
Date   Tue, 7 Jun 2011 12:30:54 +0100

Markus means -findit-.

On Tue, Jun 7, 2011 at 12:14 PM, Markus Eberhardt
<markus.eberhardt@economics.ox.ac.uk> wrote:
> You can use
> xtcsd
> written by De Hoyos and Sarafidis as a post-estimation command after xtreg
> or
> xtcd
> written by myself (not a post-estimation command, works on variables
> or residuals).
>
> Both can be found via - find - in Stata.
>
> Markus Eberhardt
> ESRC Post-doctoral Research Fellow, Centre for the Study of African
> Economies, Department of Economics, University of Oxford
> Stipendiary Lecturer, St Catherine's College, Oxford
>
> web: http://sites.google.com/site/medevecon/home
> email: markus.eberhardt@economics.ox.ac.uk
> twitter: http://twitter.com/sjoh2052
> mail: Centre for the Study of African Economies, Department of
> Economics, Manor Rd, Oxford OX1 3UQ, England
>
>
>
>
> On 7 June 2011 11:58,  <rado645-bg@yahoo.de> wrote:
>> 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
>>

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