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Re: st: -xtpcse and period dummies- no full table reported due to asymmetric and singular variance matrix


From   Clive Nicholas <[email protected]>
To   [email protected]
Subject   Re: st: -xtpcse and period dummies- no full table reported due to asymmetric and singular variance matrix
Date   Mon, 14 Mar 2011 16:51:35 +0000

Felix Wädlich wrote:

> thanks for ur suggestion, but unfortunately that did not do the job.
> Still getting the same warning message.Any other tip?

[...]

> . xtpcse  c_capital c_loggdppc c_loggdp c_lgovcon c_lgrowth
> c_lregionothers yr*, pairwise c(ar1)

Further to the feedback you've already received, you don't seem to
have followed my advice. Presumably the year dummies _are_ your period
dummies, so (using Ben Jann's -center- from SSC), mean-centre your
continuous variables by -year-, include these in your model, _leave
out_ your year dummies, add in any other non-period dummies you may
think are worth including, then run -xtpcse- on that.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<[email protected]>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.

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