st: Re: re: xttest2

[Ricardo Gon�alves Silva <ricardogs@terra.com.br>]

Dear Kit,
Thaks for point me this shortfall.
Any idea concerning how can I test for contemporaneous correlation on a
panel of 124 x (18 to 33) dimension? 
Cheers

Rick
----- Original Message ----- 
From: "Christopher F Baum" <baum@bc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, March 03, 2005 6:51 PM
Subject: st: re: xttest2



> Ricardo said
>  So I reject the null of homocedasticity. However, I also like to
> test for contemporaneous correlation, when using xttest2 I got the 
> following
> error:
>
> Correlation matrix of residuals is singular.
> not possible with test
> r(131);
>
> My panel is 124 x (18 to 33) and has very few missing values.
> \
>
> If you mean that you have 124 panel units and 18-33 time periods per 
> unit, then you cannot run sureg on these data, since it requires T > N. 
> xttest2 uses the same correlation matrix as the SUR estimator, so if N 
> > T, cannot be done.
>
> Kit
>
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