The same type of error ("Near singular matrix in calculation of SUR weights.") appears when I keep the same specification (without fixed effects) but I run the regression only in a sub-period.
Thank you so much for your support
Stefano
Search found 2 matches
- Tue May 23, 2017 2:33 am
- Forum: Estimation
- Topic: Cross-section effects with period GLS weights not allowed?
- Replies: 14
- Views: 27350
- Mon May 22, 2017 2:51 pm
- Forum: Estimation
- Topic: Cross-section effects with period GLS weights not allowed?
- Replies: 14
- Views: 27350
Re: Cross-section effects with period GLS weights not allowed?
Hi, I am in a situation similar to the one described at the beginning of this thread. After not being allowed to use cross-section fixed effects with period GLS weights I tried to "brute force" the fixed effects estimation as suggested by Glenn, but now I have another error message: "...