ifuhuo 发表于 2016-1-6 22:09 
xtscc只在一种情况下不能使用，就是N远大于T时，你help xtscc时那一段英文就是这个意思。另外，不是任何情 ...
help 文件里那段话没有说不能用，只是说慎用。此外还特别强调了n特别大并不会成为使用该命令的制约。
“ However, because this nonparametric technique of estimating
standard errors does not place any restrictions on the limiting behavior
of the number of panels, the size of the cross-sectional dimension in
finite samples does not constitute a constraint on feasibility - even if
the number of panels is much larger than T. Nevertheless, because the
estimator is based on an asymptotic theory one should be somewhat
cautious with applying this estimator to panel datasets with a large
number of groups that have only a short number of observations.”
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