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st: Re: xttest2


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: xttest2
Date   Thu, 4 Apr 2013 15:54:17 +0000

<>
On Apr 4, 2013, at 2:33 AM, Nicolas wrote:

> My dependend variable is the only one with missing observations. My
> explanatory variables are present for all of the individuals for both my
> time periods. Do I get the error because 
> I only have 2 time periods?

Apart from any issues of missing data, you cannot use this test if the number of panels in the data
exceed the number of time periods, as the residual VCE is then by definition singular. This is the same
test performed after -sureg-, and -sureg- has the same constraints: N < T.

Kit


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                             An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
  An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




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