What does [ unknown function *sqrt() means ] means?. I got this error while conducting Pesaran test for cross sectional dependence?

11 November 2018 0 5K Report

My Panel dataset contains 124 countries for 21 years. I am dealing with unbalanced panel dataset. After running fe (for fixed effect) command in STATA. I entered

xtcsd, pesaran abs for checking cross sectional dependence.

I got this result:

unknown function *sqrt()

I will be highly obliged if someone can tell me where I am going wrong.

Regards

Panika Jain

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