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  • testparm limits

    I ran xtabond with 49 cross section units over 19 periods using Stata 13 IC. After successfully running it I want to test a large group of parameters for equality. When I run testparm it always drops what is says are inconsistent constraints. I don't see the inconsistencies. But I noticed it drops constraints until there are only 48 tests. Is this the limit it can test? I don't find anything in the Stata 13 manual which mentions limits on testparm. Any help would be apprecitated.

  • #2
    The limit has nothing to do with -testparm- per se. If you have only 49 units, then you do not have enough degrees of freedom to test more than 48 constraints. That will bite whether you use -testparm- or any other approach to constraints.

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    • #3
      Thank you for your help.

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