cross-sectional dependence test problems- insufficient observations and unknown function sqrt

[marwan Alssadek]

Hi, I am trying to test cross-sectional dependence test by Pesaran (2004) and used this state command XTCD . I got the following two errors

1- Error: The panel is highly unbalanced.
Not enough common observations across the panel to perform Pesaran's test.
insufficient observations

2- unknown function *sqrt()..

Does anyone know to solve these problems?

Thanks

[Phil Bromiley]

You'll increase your chances of a helpful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

Read the error messages. Clearly, xtcd (which I have never used) assumes balanced data or almost balanced data. Without balanced data it appears to not work. There is no good way to generate a balanced data set from unbalanced data.

Look at the documentation for the function sqrt. [without what you ran, I can't tell if you've made some other error or used it where it should appear.] sqrt needs something in the ().

[Nick Cox]

You asked the same question about 2 weeks ago. https://www.statalist.org/forums/for...ion-sqrt/page2 The question is answered in earlier posts within the thread.

[marwan Alssadek]

Many thanks all of you