Checking cross sectional dependence using XTDCCE2 command

[Shuchi Goel]

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

[Shuchi Goel]

Hi

I figured out that it was a problem of STATA's version. Now that I have run the model, I want to obtain the short run estimates as we get in PMG model. Is there any command to obtain them?


Regards