Dear Statalist.
I am currently conducting ols-pcse(pannel corrected standard error) with stata.
Although the number of groups(countries) are 19, the result shows only
16 groups.
In addition, when I conduct different model, following error message comes up:
"Number of gaps in sample: 40
(note: computations for rho restarted at each gap)
(note: estimates of rho outside [-1,1] bounded to be in the range [-1,1])
no time periods are common to all panels, cannot estimate disturbance
covariance matrix using casewise inclusion"
Do you have any idea for including all countries?
Thanks.
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