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Re: st: question about the Roy zelner test of poolability


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question about the Roy zelner test of poolability
Date   Mon, 10 Jan 2011 12:04:11 +0000

This posting does not include any mention of the code you typed. So,
my guess is just: Yes,  for this size of dataset, your results do not
seem surprising. That's quite a complicated model for so little data.

For a better answer, you might need to give better detail, as long
requested on this list.

Nick Cox

On Sun, Jan 9, 2011 at 5:50 PM, amatoallah ouchen <at.ouchen@gmail.com> wrote:

> i'm currently applying   the Roy Zelner test of poolability as shown
> in the excellent article of Andrea Vaona
> http://doc.rero.ch/lm.php?url=1000,42,6,20080417092244-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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