连老师好!我现在有一个面板数据,非平衡,N大T小,N>60,T=8。
问题1:我用xtcsd检验截面相关的时候,出现三个检验都无效,具体为:
. xtcsd, pesaran
Error: The panel is highly unbalanced.
Not enough common observations across panel to perform Pesaran's test.
insufficient observations
r(2001);
. xtcsd, frees
There are not enough common observations to perform Frees or Friedmand tests
. xtcsd, friedman
There are not enough common observations to perform Frees or Friedmand tests
在这种情况下,还有别的方法检验截面相关吗?
问题2:xtscc是不是适用于所有FE中由异方差、序列相关和截面相关的情况?怎么判断xtscc回归效果好不好呢?结果中那个within R^2是不是真正意义上的拟合优度呢?如果N=8,是不是xrscc后面那个lag(?)中要取2?
谢谢老师解答!