Hi
I had applied PMG model after the hausman test failed to reject the null hypothesis. However, since PMG model doesn't account for cross sectional dependence, I tried applying XTDCCE2 command as follows:
xtdcce2 d.TIV d.InstitutionalQuality d.ODA d.TradeOpenness d.PopulationGrowth, cr(d.TIV d.InstitutionalQuality d.ODA d.TradeOpenness d.PopulationGrowth) lr(L.TIV InstitutionalQuality ODA TradeOpenness PopulationGrowth ) p( TIV InstitutionalQuality ODA TradeOpenness PopulationGrowth)
where TIV = dependent variable
and independent variables = InstitutionalQuality, ODA, TradeOpenness, PopulationGrowth
N = 20, T = 26
However, stata is showing the following error after running the above command:
unknown function udstrlen()
r(133);
I would highly appreciate if someone can help me fix this issue.
Regards
Related Posts with Checking cross sectional dependence using XTDCCE2 command
Lca with ordinal manifest variables -- equivalent of constraining constants?I am very new to doing LCA. I'm using Stata 15, in case that matters. I am trying to do a latent cl…
Looking for online courseI must learn basic data analysis, time series analysis, multilevel regression and the emphasis on pa…
calculate annualized std.dev of weekly stock returns (volatility)Hi Statalisters, I need some guidance about the calculation of volatility. I have data of weekly cl…
Meta-analysis commands; Metainf and metatrim vil not runHi! I'm a medical student and brand new to Stata. To start with I was told I need the following met…
how to generate a new variable to describe "symbol"Hi, I have panel data (symbols, daily returns) with 97 symbols to describe ETFs, and all of them ha…
Subscribe to:
Post Comments (Atom)
0 Response to Checking cross sectional dependence using XTDCCE2 command
Post a Comment