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st: xttest2 for N<T


From   "Terzopoulou, Eleftheria" <et268@exeter.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: xttest2 for N<T
Date   Mon, 15 Aug 2011 16:04:51 +0100

Dear Statalisters,

I have a panel of N=20 and T=28 and I want to test for cross sectional dependence. I read that Pesaran's test is valid only for N>T and LM test is applicable in my case. However, I have a problem after estimating with FE. I take the following:


 xttest2

Correlation matrix of residuals is singular.
not possible with test

What to do?

Kind regards,

Elli

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