st: xtcsd does not work - why? - remedy?

["Stefan Weih" <Stefan.Weih@wiso.stud.uni-erlangen.de>]

Dear Statalist-members,

I am exploring panel data with a long time series and want to check the
data for the existence of cross-sectional dependence applying the command
xtcsd (from scc, st0113). However, xtcsd does not work.
I noticed in earlier posts that this has been addressed already
(e.g. http://www.stata.com/statalist/archive/2009-09/msg00678.html). Since
these post are from 2009, I was wondering if there is meanwhile some sort
of remedy to this or maybe an alternative test available?

Here is what commands I performed and the error message:

. xtreg _roa _entropy_p_4dig_gics _entropy_i _firm_size_rev_nat_log
firm_age _leverage_assets _rd_intensity coo_europe coo_asia 
__ext_growth_view2 industry_2dig_gics_10 industry_2dig_gics_15
industry_2dig_gics_20 industry_2dig_gics_25 industry_2dig_gics_30
industry_2dig_gics_35 industry_2dig_gics_50 industry_2dig_gics_55
year_2001 year_2002 year_2003 year_2004 year_2005 year_2006 year_2007
year_2008 year_2009 year_2010, re

estimates store Model1_RE

. xtcsd, pesaran abs
unknown function *sqrt()

A few words on the data I am using in general: 1900 observations over 11
years.

Highly appreciate your help and comments.

Best regards,
Stefan


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