Hi everyone,
I use Stata13 and I have a panel data of 38 countries across 6 years. I tried performing Pesaran cross-sectional dependency (CSD) test but Stata keeps returning this error "unknown function *sqrt()". I'm at a loss at what to do. Same error comes up when I tried performing other variants of the test:
xtcsd, pesaran abs
xtcsd, pesaran show
xtcsd, pesaran
xtcsd, frees
xtcsd, friedman
Any assistance on how to resolve this will be immensely appreciated.
Here's my data:
* Example generated by -dataex-. To install: ssc install dataex
clear
input byte c_id str24 country str3 cc str2 region int year double(hom_unodc age ginc_gid urbp) byte dtpen double rol
1 "Algeria" "DZA" "NA" 2007 .8 49.48787 49.74872 68.822998 0 -.71178389
1 "Algeria" "DZA" "NA" 2008 .9 48.910002 49.74872 69.889999 0 -.70640588
1 "Algeria" "DZA" "NA" 2009 .8 48.645026 49.74872 70.957001 0 -.75809383
1 "Algeria" "DZA" "NA" 2010 .7 48.681853 49.74872 72.024002 0 -.74908048
1 "Algeria" "DZA" "NA" 2011 .8 49.233576 49.74872 72.864998 0 -.81725866
1 "Algeria" "DZA" "NA" 2012 1.4 49.847713 49.74872 73.706001 0 -.79472375
2 "Angola" "AGO" "SA" 2007 . 102.56381 59.17482 55.7174 0 -1.3959322
2 "Angola" "AGO" "SA" 2008 . 102.60919 58.77526 56.604599 0 -1.3968657
2 "Angola" "AGO" "SA" 2009 . 102.42879 52.83129 57.491798 0 -1.2404685
2 "Angola" "AGO" "SA" 2010 10.5 102.03569 52.83129 58.379002 0 -1.2557944
2 "Angola" "AGO" "SA" 2011 . 102.10676 52.83128 59.142601 0 -1.2478461
2 "Angola" "AGO" "SA" 2012 . 101.8369 52.83128 59.9062 0 -1.2763544
3 "Benin" "BEN" "WA" 2007 . 88.824846 58.28283 42.305 0 -.55109829
3 "Benin" "BEN" "WA" 2008 . 88.069843 58.48521 42.956001 0 -.56779557
3 "Benin" "BEN" "WA" 2009 . 87.197005 58.68475 43.606998 0 -.67334795
3 "Benin" "BEN" "WA" 2010 6.4 86.223223 58.8815 44.257999 0 -.70069855
3 "Benin" "BEN" "WA" 2011 . 85.61009 59.07551 44.9086 0 -.71245718
3 "Benin" "BEN" "WA" 2012 . 84.853099 59.07551 45.5592 0 -.63959157
4 "Botswana" "BWA" "SA" 2007 14.5 60.468613 64.04366 58.782799 1 .61260933
4 "Botswana" "BWA" "SA" 2008 14.3 59.392614 63.68922 59.514198 1 .65951455
4 "Botswana" "BWA" "SA" 2009 14.4 58.438547 63.24129 60.245602 1 .65487295
4 "Botswana" "BWA" "SA" 2010 14.8 57.596865 63.24129 60.977001 1 .66620797
4 "Botswana" "BWA" "SA" 2011 10.5 56.943394 63.2413 61.614799 1 .6647476
4 "Botswana" "BWA" "SA" 2012 . 56.403777 63.2413 62.252602 1 .65949798
5 "Cameroon" "CMR" "CA" 2007 . 89.827855 58.80981 49.729401 0 -1.1674703
5 "Cameroon" "CMR" "CA" 2008 4 89.065194 58.80981 50.323601 0 -1.0943966
5 "Cameroon" "CMR" "CA" 2009 6.4 88.267579 58.80981 50.917801 0 -1.1152773
5 "Cameroon" "CMR" "CA" 2010 4.9 87.469469 58.80981 51.512001 0 -1.0523129
5 "Cameroon" "CMR" "CA" 2011 3.4 87.006469 58.80981 52.084999 0 -1.0435519
5 "Cameroon" "CMR" "CA" 2012 4 86.466178 58.80981 52.658001 0 -1.02096
6 "Central African Republic" "CAF" "CA" 2007 . 82.837381 60.63165 38.379799 0 -1.5265276
6 "Central African Republic" "CAF" "CA" 2008 . 81.988616 60.84849 38.536201 0 -1.4393793
6 "Central African Republic" "CAF" "CA" 2009 . 81.016984 60.84849 38.6926 0 -1.3206812
6 "Central African Republic" "CAF" "CA" 2010 13.6 79.94946 60.84849 38.848999 0 -1.2939292
6 "Central African Republic" "CAF" "CA" 2011 . 79.07667 60.84849 39.100601 0 -1.2720972
6 "Central African Republic" "CAF" "CA" 2012 . 78.176631 60.84849 39.3522 0 -1.4455606
7 "Chad" "TCD" "CA" 2007 . 107.2134 58.38255 21.671801 1 -1.5060202
7 "Chad" "TCD" "CA" 2008 . 106.70155 58.45345 21.694201 1 -1.5964873
7 "Chad" "TCD" "CA" 2009 . 105.95184 56.2237 21.7166 1 -1.4932021
7 "Chad" "TCD" "CA" 2010 9.7 105.01566 55.97056 21.739 1 -1.4802264
7 "Chad" "TCD" "CA" 2011 . 104.54137 55.75458 21.829399 1 -1.4496766
7 "Chad" "TCD" "CA" 2012 . 103.79 55.75458 21.9198 1 -1.4535892
8 "Cote d'Ivoire" "CIV" "WA" 2007 . 88.452188 58.56521 47.5802 0 -1.4598839
8 "Cote d'Ivoire" "CIV" "WA" 2008 . 88.231081 58.65712 48.324402 0 -1.4850887
8 "Cote d'Ivoire" "CIV" "WA" 2009 . 87.862697 58.65713 50.556999 0 -1.2363501
8 "Cote d'Ivoire" "CIV" "WA" 2010 12.8 87.376694 58.65712 49.0686 0 -1.4485021
8 "Cote d'Ivoire" "CIV" "WA" 2011 . 86.742313 58.65712 51.2798 0 -1.2841326
8 "Cote d'Ivoire" "CIV" "WA" 2012 . 86.019772 58.65712 52.002602 0 -1.1092341
...thank you.
I use Stata13 and I have a panel data of 38 countries across 6 years. I tried performing Pesaran cross-sectional dependency (CSD) test but Stata keeps returning this error "unknown function *sqrt()". I'm at a loss at what to do. Same error comes up when I tried performing other variants of the test:
xtcsd, pesaran abs
xtcsd, pesaran show
xtcsd, pesaran
xtcsd, frees
xtcsd, friedman
Any assistance on how to resolve this will be immensely appreciated.
Here's my data:
* Example generated by -dataex-. To install: ssc install dataex
clear
input byte c_id str24 country str3 cc str2 region int year double(hom_unodc age ginc_gid urbp) byte dtpen double rol
1 "Algeria" "DZA" "NA" 2007 .8 49.48787 49.74872 68.822998 0 -.71178389
1 "Algeria" "DZA" "NA" 2008 .9 48.910002 49.74872 69.889999 0 -.70640588
1 "Algeria" "DZA" "NA" 2009 .8 48.645026 49.74872 70.957001 0 -.75809383
1 "Algeria" "DZA" "NA" 2010 .7 48.681853 49.74872 72.024002 0 -.74908048
1 "Algeria" "DZA" "NA" 2011 .8 49.233576 49.74872 72.864998 0 -.81725866
1 "Algeria" "DZA" "NA" 2012 1.4 49.847713 49.74872 73.706001 0 -.79472375
2 "Angola" "AGO" "SA" 2007 . 102.56381 59.17482 55.7174 0 -1.3959322
2 "Angola" "AGO" "SA" 2008 . 102.60919 58.77526 56.604599 0 -1.3968657
2 "Angola" "AGO" "SA" 2009 . 102.42879 52.83129 57.491798 0 -1.2404685
2 "Angola" "AGO" "SA" 2010 10.5 102.03569 52.83129 58.379002 0 -1.2557944
2 "Angola" "AGO" "SA" 2011 . 102.10676 52.83128 59.142601 0 -1.2478461
2 "Angola" "AGO" "SA" 2012 . 101.8369 52.83128 59.9062 0 -1.2763544
3 "Benin" "BEN" "WA" 2007 . 88.824846 58.28283 42.305 0 -.55109829
3 "Benin" "BEN" "WA" 2008 . 88.069843 58.48521 42.956001 0 -.56779557
3 "Benin" "BEN" "WA" 2009 . 87.197005 58.68475 43.606998 0 -.67334795
3 "Benin" "BEN" "WA" 2010 6.4 86.223223 58.8815 44.257999 0 -.70069855
3 "Benin" "BEN" "WA" 2011 . 85.61009 59.07551 44.9086 0 -.71245718
3 "Benin" "BEN" "WA" 2012 . 84.853099 59.07551 45.5592 0 -.63959157
4 "Botswana" "BWA" "SA" 2007 14.5 60.468613 64.04366 58.782799 1 .61260933
4 "Botswana" "BWA" "SA" 2008 14.3 59.392614 63.68922 59.514198 1 .65951455
4 "Botswana" "BWA" "SA" 2009 14.4 58.438547 63.24129 60.245602 1 .65487295
4 "Botswana" "BWA" "SA" 2010 14.8 57.596865 63.24129 60.977001 1 .66620797
4 "Botswana" "BWA" "SA" 2011 10.5 56.943394 63.2413 61.614799 1 .6647476
4 "Botswana" "BWA" "SA" 2012 . 56.403777 63.2413 62.252602 1 .65949798
5 "Cameroon" "CMR" "CA" 2007 . 89.827855 58.80981 49.729401 0 -1.1674703
5 "Cameroon" "CMR" "CA" 2008 4 89.065194 58.80981 50.323601 0 -1.0943966
5 "Cameroon" "CMR" "CA" 2009 6.4 88.267579 58.80981 50.917801 0 -1.1152773
5 "Cameroon" "CMR" "CA" 2010 4.9 87.469469 58.80981 51.512001 0 -1.0523129
5 "Cameroon" "CMR" "CA" 2011 3.4 87.006469 58.80981 52.084999 0 -1.0435519
5 "Cameroon" "CMR" "CA" 2012 4 86.466178 58.80981 52.658001 0 -1.02096
6 "Central African Republic" "CAF" "CA" 2007 . 82.837381 60.63165 38.379799 0 -1.5265276
6 "Central African Republic" "CAF" "CA" 2008 . 81.988616 60.84849 38.536201 0 -1.4393793
6 "Central African Republic" "CAF" "CA" 2009 . 81.016984 60.84849 38.6926 0 -1.3206812
6 "Central African Republic" "CAF" "CA" 2010 13.6 79.94946 60.84849 38.848999 0 -1.2939292
6 "Central African Republic" "CAF" "CA" 2011 . 79.07667 60.84849 39.100601 0 -1.2720972
6 "Central African Republic" "CAF" "CA" 2012 . 78.176631 60.84849 39.3522 0 -1.4455606
7 "Chad" "TCD" "CA" 2007 . 107.2134 58.38255 21.671801 1 -1.5060202
7 "Chad" "TCD" "CA" 2008 . 106.70155 58.45345 21.694201 1 -1.5964873
7 "Chad" "TCD" "CA" 2009 . 105.95184 56.2237 21.7166 1 -1.4932021
7 "Chad" "TCD" "CA" 2010 9.7 105.01566 55.97056 21.739 1 -1.4802264
7 "Chad" "TCD" "CA" 2011 . 104.54137 55.75458 21.829399 1 -1.4496766
7 "Chad" "TCD" "CA" 2012 . 103.79 55.75458 21.9198 1 -1.4535892
8 "Cote d'Ivoire" "CIV" "WA" 2007 . 88.452188 58.56521 47.5802 0 -1.4598839
8 "Cote d'Ivoire" "CIV" "WA" 2008 . 88.231081 58.65712 48.324402 0 -1.4850887
8 "Cote d'Ivoire" "CIV" "WA" 2009 . 87.862697 58.65713 50.556999 0 -1.2363501
8 "Cote d'Ivoire" "CIV" "WA" 2010 12.8 87.376694 58.65712 49.0686 0 -1.4485021
8 "Cote d'Ivoire" "CIV" "WA" 2011 . 86.742313 58.65712 51.2798 0 -1.2841326
8 "Cote d'Ivoire" "CIV" "WA" 2012 . 86.019772 58.65712 52.002602 0 -1.1092341
...thank you.
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