[Limdep Nlogit List] Hausman Taylor Est

[Kalyan Chakraborty]

Hi Everyone,

I am trying to estimate H-T Estimator (page E11-79 Version-9) with 30
country, 12 year, 11 variable a shorter version than my original data that
has 93 countries, 22 years and  23 variables. It did well until I reached
2SLS results. I am getting an error message,Error-608 which according to
the manual is ---AR(1) model cannot be computed with weighting. Also, can I
use lagged dependent variable as: Namelist; F1=one,Y[-1] with no F2.
Any help would be appreciated.
Thank you,
Kal


|-> CALC; S2S=SSQRD; S2U=S2S-AVG_TI*S2E$

|-> REGRESS; LHS=Y; RHS=ALL; PANEL; RANDOM; PDS=12;
START=KX1,KX2,KF1,S2E,S2U$

Error    608: No room in data area to create needed group indicator








*Dr. Kalyan (Kal) Chakraborty*