Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Re: xttest2

From   Christopher Baum <>
To   "" <>
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 Baum   |   Boston College Economics & DIW Berlin   |
                             An Introduction to Stata Programming  |
  An Introduction to Modern Econometrics Using Stata  |

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index