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  • Cross sectional dependence test

    Dear all,

    I am applying a fixed effect model, and I have used xtcsd, friedman command to see whether I have cross sectional dependence in my model.

    The results that I get are: Friedman's test of cross sectional independence = 0.000, Pr = 1.0000

    Should I be worried that I get a "perfect" p value of 1.0000?

    Thanks,
    F.

  • #2
    Fjolla:
    the result you got implies that your data deserves further scrutiny. For instance, it may be due to panel unbalancedness, but who knows for sure if you do not share (despite being recommended by FAQ) an example/excerpt of your data (via -dataex, please) that allows intersted listers to replicate your problem?.
    Just out of cusiosity: waht if you run -xtcsd, pesaran-.
    As an aside, please note that FAQ request that you mention the community-contributed command(s) you use. Thanks.
    Kind regards,
    Carlo
    (Stata 15.1 SE)

    Comment


    • #3
      Dear Carlo,

      Thank you for your reply. Below you can find an example of my data through dataex (I hope I used it correctly). When I tried to use the pesaran command I get the error: Not enough common observations across panel to perform Pesaran's test. For your information, in total I have 170 observations, and I am using a data for 10 countries, and T=16.

      Code:
      * Example generated by -dataex-. To install: ssc install dataex
      clear
      input double(GGDP PIT CIT TP TIT TGS RIR UNEMP GOVEXP CoC)
      4.0134985837179755  4.340709281468433 1.1232837045438093                   . 3.1100439982947643 12.281315605318404  4.518850223774463 32.2000007629395 16.930495563974485 -.5986527
      -3.447947544373122  2.871315765492704  1.190999750389274                   .  2.421224043456039 11.303403818647901 13.971731947885017 30.5200004577637 23.832277440341056         .
      1.1921954115572362  2.905859285871738 1.0151557925756338                   . 2.4499093127491967 12.345454615768366  17.25689074100383 31.9400005340576  20.75210475634327 -.8003366
      1.9986845245641973                  .                  .                   . 2.2851358241561934 12.063954029319707 14.115613405060214  36.689998626709   18.0793021057411 -.6358652
       4.490187553425557                  .                  .                   . 2.0656226962074453 13.106019865592067  12.62904215891118 37.1599998474121  17.40507005335024 -.5004289
       4.559806165450752                  .                  .                   . 1.7182854753004568 12.579146498425986  6.898908901601937            37.25 16.184952358103658 -.4488492
       4.990618256887487   2.50866834508525 1.4036596692738899 .036883149108996545 1.6127153646976606 11.766849142423673  7.785799685421937 36.0299987792969 16.510870863696095 -.3672493
       6.354252685198759 2.3867692530484943 1.5822402913467548  .05773448113324118 1.6626931875169286 12.416563642263515  5.393099819970545 34.9300003051758  16.80312371778197 -.3590621
        5.37404821339338 2.0969413579503002  2.072838583720986  .08758264619581548  1.518474776446769 12.171900985803466 3.9736379476080077 33.7599983215332 18.583238930800935 -.1916581
      -.4412041729361391 2.0982967618698476 1.0612075577272793  .09888509360730649 1.2541543864049665 11.986821731601314  9.749533467336608 32.1800003051758  19.07568821721954 -.1318223
       3.276592505617515  2.035230061034034  .8461068793062838  .12756229190296733 1.0747844142539282 12.028438338246088  7.293185556214421 32.0200004577637 18.290585781713073 -.0809108
      2.2587008720677204 2.0465933914422236  .8401804449078602   .1350328676678826  .8186373565768894 12.430361966970137  4.961615665997356 31.3799991607666 18.120322456946138 -.0909267
        -.53525900477905 2.0569827063464343  .7927954180710217  .14608605079642933  .8785030308354563 11.806223658300889 7.4177249686633004 31.0200004577637 18.648048116253808 -.0409161
       2.840283962083447 2.0522384342416977   .876684379676065  .16221125106898654  .8567597346834273 11.117951905891916 3.4071199898690447               29 17.504796858281978 -.0454067
      3.5420484856399526 2.3311746277227834  .9665846017387151  .18587911548610794  .7960108484907067  11.61796786011436  5.924453231702018 28.0300006866455 17.112337978625213 -.0220428
      3.7650560302613343  2.310834049871023 2.1496130696474633                   .  .7702780166236745  11.01676698194325  5.095899154553354 26.0699996948242 16.976352257967562 -.2560722
      2.7546466412977253  2.337633261558115 1.7779182552695523                   .   .790185891230912 11.210762331838566  2.284022519409364 23.7199993133545 15.430022108457536 -.2853013
       7.633830037743181  .9158039022424227 1.9465322157466394  .26237083473829753  2.703117923220118  9.429388326792353   17.4273778442808 22.7299995422363  9.692357726172636 -.8572564
       9.311053273785518 1.1181136180914333  2.169140419097381   .3613459248308188 2.2706580364859996  8.996732623538243    15.799377824649 22.6800003051758 10.625983895614333         .
       4.853961612711927 1.0072171061468254 2.4154209541780918  .43849734804928464 2.1928143437937146  9.080678925591407  12.59008173134777  21.488000869751 11.335082736275869  -.868602
      end

      Comment


      • #4
        Fjolla:
        you used -dataex- correctly (thank you for that), but probably forgot to add (or I'm not able to find out) -panelid-and -timevar- in your data excerpt.
        Kind regards,
        Carlo
        (Stata 15.1 SE)

        Comment


        • #5
          Sorry for that, see below (100 out of 170 obs):

          Code:
          * Example generated by -dataex-. To install: ssc install dataex
          clear
          input float id int Year double(GGDP PIT CIT TP TGS TIT RIR UNEMP GOVEXP CoC)
          1 2000  4.0134985837179755  4.340709281468433 1.1232837045438093                   . 12.281315605318404    3.1100439982947643   4.518850223774463 32.2000007629395 16.930495563974485 -.5986527
          1 2001  -3.447947544373122  2.871315765492704  1.190999750389274                   . 11.303403818647901     2.421224043456039  13.971731947885017 30.5200004577637 23.832277440341056         .
          1 2002  1.1921954115572362  2.905859285871738 1.0151557925756338                   . 12.345454615768366    2.4499093127491967   17.25689074100383 31.9400005340576  20.75210475634327 -.8003366
          1 2003  1.9986845245641973                  .                  .                   . 12.063954029319707    2.2851358241561934  14.115613405060214  36.689998626709   18.0793021057411 -.6358652
          1 2004   4.490187553425557                  .                  .                   . 13.106019865592067    2.0656226962074453   12.62904215891118 37.1599998474121  17.40507005335024 -.5004289
          1 2005   4.559806165450752                  .                  .                   . 12.579146498425986    1.7182854753004568   6.898908901601937            37.25 16.184952358103658 -.4488492
          1 2006   4.990618256887487   2.50866834508525 1.4036596692738899 .036883149108996545 11.766849142423673    1.6127153646976606   7.785799685421937 36.0299987792969 16.510870863696095 -.3672493
          1 2007   6.354252685198759 2.3867692530484943 1.5822402913467548  .05773448113324118 12.416563642263515    1.6626931875169286   5.393099819970545 34.9300003051758  16.80312371778197 -.3590621
          1 2008    5.37404821339338 2.0969413579503002  2.072838583720986  .08758264619581548 12.171900985803466     1.518474776446769  3.9736379476080077 33.7599983215332 18.583238930800935 -.1916581
          1 2009  -.4412041729361391 2.0982967618698476 1.0612075577272793  .09888509360730649 11.986821731601314    1.2541543864049665   9.749533467336608 32.1800003051758  19.07568821721954 -.1318223
          1 2010   3.276592505617515  2.035230061034034  .8461068793062838  .12756229190296733 12.028438338246088    1.0747844142539282   7.293185556214421 32.0200004577637 18.290585781713073 -.0809108
          1 2011  2.2587008720677204 2.0465933914422236  .8401804449078602   .1350328676678826 12.430361966970137     .8186373565768894   4.961615665997356 31.3799991607666 18.120322456946138 -.0909267
          1 2012    -.53525900477905 2.0569827063464343  .7927954180710217  .14608605079642933 11.806223658300889     .8785030308354563  7.4177249686633004 31.0200004577637 18.648048116253808 -.0409161
          1 2013   2.840283962083447 2.0522384342416977   .876684379676065  .16221125106898654 11.117951905891916     .8567597346834273  3.4071199898690447               29 17.504796858281978 -.0454067
          1 2014  3.5420484856399526 2.3311746277227834  .9665846017387151  .18587911548610794  11.61796786011436     .7960108484907067   5.924453231702018 28.0300006866455 17.112337978625213 -.0220428
          1 2015  3.7650560302613343  2.310834049871023 2.1496130696474633                   .  11.01676698194325     .7702780166236745   5.095899154553354 26.0699996948242 16.976352257967562 -.2560722
          1 2016  2.7546466412977253  2.337633261558115 1.7779182552695523                   . 11.210762331838566      .790185891230912   2.284022519409364 23.7199993133545 15.430022108457536 -.2853013
          2 2000   7.633830037743181  .9158039022424227 1.9465322157466394  .26237083473829753  9.429388326792353     2.703117923220118    17.4273778442808 22.7299995422363  9.692357726172636 -.8572564
          2 2001   9.311053273785518 1.1181136180914333  2.169140419097381   .3613459248308188  8.996732623538243    2.2706580364859996     15.799377824649 22.6800003051758 10.625983895614333         .
          2 2002   4.853961612711927 1.0072171061468254 2.4154209541780918  .43849734804928464  9.080678925591407    2.1928143437937146   12.59008173134777  21.488000869751 11.335082736275869  -.868602
          2 2003   5.925579185002334  .9463834106985295 2.3742213067586593   .6573336599098767  9.278364205636986     2.044152755194485   8.437210259598011 20.1529998779297  11.09838905299688 -.8122751
          2 2004   5.951882135715181  .9353953604390123  2.765516717819688    .677822724955806 10.031776329345927    1.8843471753771408    9.18787178692285  18.818000793457 11.205900853514375 -.6991984
          2 2005   6.071476539663053  .9204509533514972 2.8638331420371244                   0 12.087445175915828     1.695560601519841  10.186979820666537 17.4629993438721 11.031221282252481 -.7861931
          2 2006   6.570247117254823  .9830952476983277 2.8512915146063813                   0 12.814356035910098    1.6032551289910453   9.974963679403459 16.0400009155273 10.527250539969177  -.803845
          2 2007  6.7839446912256705 1.5379906993893497 2.4141514808477846  .13832763006355073 13.500296757836129    1.0202459794019438   10.16008359542785             13.5 10.477479679512143  -.687789
          2 2008   8.328066673588381  2.266898561641047 1.9147712107976858  .14672256994695915 14.316458675865848      .801898531104605  5.0072486679143395 13.0500001907349 10.378966498747081 -.5937066
          2 2009   4.048821510637481  2.344534707767998 1.7164406781142667   .5163745905587458 14.019565762799873     .7214558144373335   9.998909322360008 13.7600002288818 11.109450179030993 -.5384951
          2 2010   4.226160913361014 2.1827216662834927 1.6072343291829514   .1529470130561572 14.420660753683515     .5867808929169238   7.974363871492431 14.1999998092651 11.157387800539672 -.5250779
          2 2011   2.826248685544357 1.6165563606392006 1.7202158348608054   .2078579205058495 13.825728096667447     .8353259666129489    9.89351382496933 13.9799995422363 10.974193925377357 -.6830084
          2 2012  1.5876345719091631 1.5995913899270038 1.4345192229055732  .29806776804813284 13.286270371418002     .9141903840829645   9.739067971077315 13.4399995803833 10.844823459590296 -.7265007
          2 2013  1.1852131123985714 1.5761159006350123 1.2772809660065199  .21149910410924608 12.604647210146563     .8109377928125785   9.509056815020562 15.6400003433228 11.025493073234903 -.6986033
          2 2014   1.980930018441768 1.3948549067949056   1.67462786047545  .22227605335015158 14.371885659817533     .7334319971905885  7.0001181906389025 17.4899997711182  11.45183311175693 -.5481988
          2 2015   2.518104393267805 1.4835873371620674 1.8922706261381146  .23219778680487463 14.252681047765794     .7463041042162767    8.11618984126833 17.0799999237061 11.110661803923428 -.4790212
          2 2016  3.5153685666811043 1.9344821732901503 1.0112636560541557  .41657534339586766  14.52761968780342     .4194508382050394  10.184598443183914 15.2200002670288 11.248119811476148 -.4052855
          3 2000   5.287471503839214                  .                  .                   . 13.185750636132315     5.080576759966073  -9.929307861641785 26.0739994049072                  . -.5611669
          3 2001   4.273267285556884                  .                  .                   . 11.631200063286132      6.64504390475437                   .  26.423999786377                  .         .
          3 2002   5.173862490280683                  .                  .                   .  13.52932740570773     4.738276208231751   7.882563451173725 27.7199993133545 24.506236339873215 -.3965273
          3 2003   3.905335704906875                  .                  .                   . 14.785568413886999    4.4111640571817565   9.867584959223521 28.2399997711182 24.294603090123605 -.2999177
          3 2004   6.042725969801339                  .                  .                   . 15.195649456182023    3.4566820852606575   7.515824400961364 29.5189990997314  21.70146678439674 -.3444514
          3 2005   8.752267862377238                  .                  .   .5747755247121759                  .                     .   6.599707112714447 30.0699996948242  21.60972658938732 -.2380575
          3 2006   5.474783177975851  .2277129132091012 .44601832152784926   .4251440308864408  22.08303089081643   .024908105837537317  .16938015785505942 31.1000003814697  20.87987290359105 -.3024295
          3 2007   6.008954928226686  .5656292828370479  .6335206318962368   .4846310450310559 22.035270744519547   .025546199716843257   .8256342636631032 28.9300003051758  21.08047154277486 -.3767459
          3 2008   5.718081599371857  .2644791699887928  .7172387271053473   .4998614950768492 20.074653270373037   .013595844420429075 -.21578524206644575 23.2999992370605 22.081406525955025 -.3626382
          3 2009  -2.561644250992103  .9720312717917675  .9818561844229218   .3864060228410008  18.24591479071832  .0030359834543987082   7.749126232809266 24.0300006866455 23.461525123273486 -.3800561
          3 2010  1.5355018874590343 1.6397724607827666   .831058343249428   .3438783946184802  19.03301967766117 .00026323289670953997     6.3945843489079 27.2000007629395 23.127095879105312 -.3371409
          3 2011   1.868109552577053 1.9467204711942008  1.086630612743228  .29025745986264784 19.512851018695155                     0   4.876468229206819 27.6000003814697 23.089990866623193 -.3209531
          3 2012  .28377053624122084 2.0143645210552434  1.110029837361127  .31107224006413925 19.496527388997063                     0    6.48167078111008 28.0499992370605 23.365430193904444 -.3043853
          3 2013   3.575914101441498 1.9827570276333992 1.1187661717084847  .36659951071308383  18.55835211457204                     0   7.275990775693981 27.4500007629395  22.82577822702281 -.2385885
          3 2014   2.255771737773088  1.864709610240258  1.128480392360094  .36230433709346616 18.780756624743628                     0  5.5808904165172555 27.5200004577637  22.86104498348058 -.3080309
          3 2015  3.9525480622525606 1.8578181200084143 1.2150232171230237  .35143086354871506  19.05364382186306                     0   4.362831979271764 27.6940002441406  22.00057574018103 -.3938975
          3 2016   3.705570292239301 1.8535881574507325 1.5074624482051984   .4140818949417671 19.153960337551627   .013476175552443731  3.7742754423395577 25.0599994659424 20.965873641891207 -.4564747
          4 2000     5.2844853542843 3.9407261529647664 2.6592129762245773  .22655399598968778 12.341248925809225      .819492981953595    3.75785129993536 16.2199993133545   20.0323691805298 -.1333264
          4 2001   5.856598352928714 3.4644694481480274 3.7767129524243113   .2370524535787454 12.211615882410328     .6605508763942636    4.71438704605468 19.9200000762939 19.613671100126826         .
          4 2002   8.262240877168225 3.1199195409098976  2.926415429213749  .26057208779506597 11.379160504052535     .5868810270366207   5.236524771468298 18.1100006103516 19.407682614431675 -.1543718
          4 2003   5.992482899825234 3.1067194763044257 2.7231922325824462  .31866765684737464  13.27761366449377     .6639546717275904   6.132928467487271 13.7299995422363  20.31895083987271 -.0287626
          4 2004   7.241768714859134 3.0166218265420928  2.481174485153842   .3482487893166365 14.794264540429488     .7446118475761875   3.039802722253185  12.039999961853 19.545129920951712  .1081774
          4 2005   7.933171407977113  2.643846862875394 1.7867462648174743  .39395940065593454  15.03904310732889      .825699341921931   2.017891905290026 10.0799999237061 18.315577372403595   .057295
          4 2006   7.689165791933846  2.498686559311524 2.0375054022059786    .550651083259738 15.580127398109697     .8794208835190439   2.015231771808636 8.94999980926514 18.282721804765583 -.0707363
          4 2007   8.136615285942298 3.0104421404260684  4.134285579226018   .6670537627631413 15.754750724820369  .0039360897516702385  -.9844432883231429 6.88000011444092  16.68504979200807 -.1834969
          4 2008   6.768693063092712 2.7518692616416516  3.004328165374677   .6877412172191985 16.540101160041782   .003467755236681511   2.526278932263422  5.6100001335144 17.145138744761592 -.2546794
          4 2009 -2.9629637638425095 2.7755555860027954  2.397674896555504  .49749129970131256 14.018178828816485  .0036952292220425835   7.004097460538139 6.82000017166138   16.7473443500731 -.2125671
          4 2010  1.9932795384228257 2.8335303794251785 1.9093712803092107   .4837851573470998 13.849587406882346   .004307819876690161   9.926954030217395 10.2799997329712 16.476776517193095 -.1851036
          4 2011  2.5705134298449934 2.7010017459354376 1.7593209425574858   .5152354536336506 13.367030300028478  .0034732970938223607   4.388460435627401 11.2600002288818  15.84814076449684 -.2203161
          4 2012    .612051095387244  2.846206728425158 1.6948281326182348   .5231691857630424 14.518348366650413    .02001950268161872   8.034015046927914 12.2700004577637 15.810381226810202 -.2278577
          4 2013   1.057909556055023 2.8868327532069227  2.063536012462576   .5588102134702918  14.98346274614804   .013738042499330624   9.815286635372038 12.9399995803833 17.049181529350975 -.2672882
          4 2014  2.4180028198923935 3.2126216610469425  2.027523495229213   .5710835306215176 14.394964966401226   .017941267905397327    7.77538461965487 11.4200000762939 16.846554276708535 -.2468749
          4 2015   4.133514899360932 3.0743640695035617 2.1320883810728115   .5670964536925178 15.035715979270867   .017251696379176028   5.129884388258568 9.14000034332275 16.133522701613995  -.264637
          4 2016    4.66831446724521  3.088909159604901  2.147148485993415   .6039434339072705 15.235715442327413    .01482485021859988   4.053182354570375 7.57000017166138 15.657282481674283 -.1684677
          5 2000    6.77371119366201  4.146354603003756 1.3539117071032674  .42309740846977106 16.162321003545255    2.1154870423488554   7.302852662639803 16.0599994659424  21.33505735118813 -.0725567
          5 2001    3.12620586067942 3.3252454071416437 1.4494659467027677  .34105081098888657 16.455701630213778    1.6199913521972111    5.12837452186283 15.8199996948242  19.18108433475583         .
          5 2002   5.253363508238081  3.415603627959297 1.7554199613383181 .015502483705849822  17.56067473615056     .9691888136346234   9.044708076080164 15.0500001907349 18.909635123442822  .2172349
          5 2003   5.581186832283862   3.09744604858317 1.8583385330378466 .014932116961077524 17.263678808873202     .7792671644038988   7.234369251354289 13.9200000762939  18.37439899210557   .291435
          5 2004  3.9379661998494555  3.095044484836889 1.7523278803533278 .013473006154532988 16.855248891865173     .6340683695270896   7.735161135418699 13.6599998474121 18.431818957551098  .2621405
          5 2005   4.039252340547563  2.895999111736186 2.0623265109737594 .014249232021910505  16.70665087530997     .5784447981050372   7.539960610824518 12.6000003814697  18.33672996370054  .1686195
          5 2006   4.915055231949481 2.9931801817712507  2.431767854474317 .015623089567851757 16.577796193400264     .5396758548547053  5.7080605655373216 11.1300001144409 18.281469831559065  .0785967
          5 2007   5.378588153114563  3.083395644525251  2.738072707077414 .013031054243314603 16.321085176555272     .5094521682743471   5.019644753462415 9.90999984741211 18.927569435187145  .0918284
          5 2008  2.0707910091276744 3.0953305434516873  3.038670060543308 .011217049915872124 16.131555862346662     .5467592792326387   4.131190972374527 8.52999973297119  18.46061181796133 -.0105806
          5 2009  -7.177771240181556 3.1305028311065186 2.8522265126931465  .01284119818954213 15.302901204353317     .5200534193844685   8.536398720289276 9.19999980926514  20.25073497374646 -.0464476
          5 2010 -1.2209661800462897 2.8116619009876844 1.9531409889037923 .013693147177173515 15.918248140470675     .5012948116083404    9.47800537348179 11.6199998855591 20.248919347867396  .0592684
          5 2011  2.8530931548905585  2.788081729236949 2.1913218535957615  .01543068559710872 15.476216888263487     .5310974605064555   7.889064864325397 13.6800003051758 20.228222840398413   .063671
          5 2012 -2.0015620988972245 2.9886395506828425  2.329302239020508 .016369815134798172  16.44875738749671      .530890100678757   7.799822114538632 15.9300003051758  20.25815445655658  .0098654
          5 2013 -.21422301480497197  3.133190035500805  1.931438874897594    .447027399338532 16.634409655005005     .3517829596140426   8.391644310411895            17.25 20.161301969849404  .1242202
          5 2014   .3203033974378542   3.19414613480927 1.7243605763955772  .46607062308751995 17.220206456410693    .12937843636851282                   . 17.2900009155273 20.568380495440266  .2190414
          5 2015   3.247961090516725                3.5                1.9                  .5               17.8                    .1                   . 16.1800003051758 19.915072787494818  .2452273
          5 2016   4.261739571401208                3.6                2.2                  .5                 18                    .1                   . 13.1000003814697 19.411198503976063  .2032987
          6 2000  3.4955636151946976  4.827099336623079  3.989233045657607   .5840315192535062 13.562120257421395 -.0014138353380952436  10.555875908307002            11.25  18.26000358653288  .6592863
          6 2001    3.59165280151241  4.359567394246817  3.240600812121371   .5171031709528629  13.41774314361933                     0  4.9386424159508735  10.460000038147 18.714974645409015         .
          6 2002    3.54262280612636  4.380249723175559  3.239304788298126   .5004251778711741  12.78898330488618   .010400034258936383     3.9328595342107 9.97000026702881 19.227313254401565   .424131
          6 2003  5.5423608491371255  4.203907101534334 2.8037226460970905   .4303960202342025 11.951035465749978   .011738073279114613    3.22101874268373 9.40999984741211 18.958853970148446  .3888408
          6 2004   4.801378733270241  4.263457845505792 2.8681162113609613   .4269136261331021 11.470399966961944    .00825951392760536                 6.3 10.3100004196167 19.155022811466395  .4649595
          6 2005   .3045681316424833 4.5622910832053485 3.2131779444093116  .41507312715190575  11.77713534294978   .001505706628120577                6.09 9.98999977111816 20.020233071798756  .3582354
          6 2006   5.335601874744398   4.46383490466442  2.611286043458703   .5673316135902544 12.157696156282418  .0018360246394506616                4.25 9.01000022888184  20.15548265937801  .3637859
          6 2007  3.0109840030978035 4.6502933023915425 2.4512774232364256   .5633984400180494 12.509508154451105  .0030082296568469456                4.14 8.39999961853027 20.520283495182394  .2673829
          6 2008  -.5993898043674051  4.663002603413364 2.4277862721600063   .5934129509483864  12.31455845282863  .0008264804330757469                4.12 7.76000022888184  20.72113211632955  .1335602
          6 2009  -4.552117255447982  4.471780881894802  2.509535477026447  1.1728847238711089 11.782734261200503  .0008419847263970632                5.87 9.61999988555908 23.309012602045236  .0674696
          6 2010  -5.600777666962003  3.975118457202773  2.529299078444992   1.148072609509315   12.7517906835788  .0008848343811247131                9.05  12.710000038147  22.20415792657014 -.0577769
          6 2011  -8.997955015941287 4.7761424727936665 2.0687922947992794   2.062512981273155 13.572494674659104  .0019320964695767261                9.28 17.8600006103516  21.78617008600442 -.0988188
          6 2012   -6.79786084430782  6.963243446789816 1.0920273634442794  2.3221271521516287 13.659756072048701                     0                8.59 24.4400005340576 21.738193040352602 -.1892218
          6 2013 -2.5372585222052066  5.967208033035527 1.1463903373299233   2.813665902775471 14.086596477243793  .0027677217221871646               10.21 27.4699993133545 20.438894144240084 -.0453114
          6 2014  1.4130580847524072  5.928931499766776  1.882084511158193  2.5705149459652357 14.264278609201927  .0028099201420695623                9.31 26.4899997711182 20.279076819197638 -.1223881
          end
          format %ty Year
          ------------------ copy up to and including the previous line ---------------

          Comment


          • #6
            Fjolla:
            thanks for providing the missing details.
            Admittedly, I was not able to replicate you problem (ie, everything seems to work as expected):
            Code:
            . xtreg GGDP PIT CIT TP TGS CoC, fe
            
            Fixed-effects (within) regression               Number of obs     =         82
            Group variable: id                              Number of groups  =          6
            
            R-sq:                                           Obs per group:
                 within  = 0.2384                                         min =          9
                 between = 0.4454                                         avg =       13.7
                 overall = 0.0009                                         max =         16
            
                                                            F(5,71)           =       4.45
            corr(u_i, Xb)  = -0.8062                        Prob > F          =     0.0014
            
            ------------------------------------------------------------------------------
                    GGDP |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
            -------------+----------------------------------------------------------------
                     PIT |  -.0552208   .7415888    -0.07   0.941    -1.533907    1.423465
                     CIT |   1.706093   .7344208     2.32   0.023     .2416996    3.170486
                      TP |  -.2750695   1.359366    -0.20   0.840    -2.985568    2.435429
                     TGS |   .1386815    .306502     0.45   0.652    -.4724661    .7498291
                     CoC |   7.152407    2.97728     2.40   0.019      1.21588    13.08893
                   _cons |  -.9362465   5.343561    -0.18   0.861      -11.591    9.718512
            -------------+----------------------------------------------------------------
                 sigma_u |   4.052266
                 sigma_e |  3.0201664
                     rho |  .64288972   (fraction of variance due to u_i)
            ------------------------------------------------------------------------------
            F test that all u_i=0: F(5, 71) = 2.97                       Prob > F = 0.0172
            
            . xtcsd, pesaran
             
            Pesaran's test of cross sectional independence =     7.606, Pr = 0.0000
            
            . xtcsd, friedman
             
            Friedman's test of cross sectional independence =    32.178, Pr = 0.0000
            
            .
            Kind regards,
            Carlo
            (Stata 15.1 SE)

            Comment


            • #7
              Dear Carlo,

              Thank you very much for your help and comments.

              Best regards,
              F.

              Comment

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