JanDitzen / xtdcce2

Estimating Dynamic Common Correlated Effects Models in Stata
https://janditzen.github.io/xtdcce2/
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Partialling Out Constant #2

Open JanDitzen opened 5 years ago

JanDitzen commented 5 years ago

Problem with partialling out a constant, try to use svsolve in mata instead of qr solve or force solver to be always the same.

Underlying problem is that Stata matrix inverter might produce different results.