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st: question about the Roy zelner test of poolability

From   amatoallah ouchen <[email protected]>
To   [email protected]
Subject   st: question about the Roy zelner test of poolability
Date   Sun, 9 Jan 2011 18:50:57 +0100

Good day stata-listers,
i'm currently applying   the Roy Zelner test of poolability as shown
in the excellent article of Andrea Vaona,42,6,20080417092244-DQ/wp0804.pdf,
in fact i'm working with panel N=17 T=5 , and my model  looks like
this : Yit= a0+B1X1+B2X2+B3X3+B4X4+eit

My question is the following when i'm  Testing  for the equality of
the coefficients of the unpooled data (the last stage) many of my
constraints get dropped, this indeed impact the degree  of freedom of
my chi2, and would like to understand the reason?
is this because the time dimension of my panel is too small? or
because the number of my constraints is too high?
Any hint will be highly appreciated.

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