error in mssysreg

[leema_mohan]

I am a student at Delhi school of economics. I am trying to run the mssysregression procedure but am getting the following error message. I would be grateful for any input that you can provide.

The Error Occurred At Location 348, Line 18 of %MCERGODIC
Called From Location 9, Line 4 of MSEMFILTERINIT
Called From Location 29, Line 9 of MSSYSREGESTEP
Called From Location 104, Line 8 of MSSYSREGEMSTEP
## MAT14. Non-invertible Matrix. Using Generalized Inverse for SYMMETRIC.
## MAT15. Subscripts Too Large or Non-Positive
The Error Occurred At Location 65, Line 9 of %MSSYSREGINITVAR
Called From Location 30, Line 10 of MSSYSREGESTEP
Called From Location 104, Line 8 of MSSYSREGEMSTEP

[TomDoan]

Could you post your program and data?

[leema_mohan]

Sir,
Thanks for your prompt and helpful reply. I was subsequently able to run the program with the help of the codes due to Ehrmann, Ellison and Valla (2003). I am nevertheless attaching my data file as well as my procedure file. Thanks once again.

[leema_mohan]

Sir,
I have estimated the model . however I have a few queries
1. How can I get the residual series for the equations in order to carry out the diagnostics.
2. How can I arrive at the t statistics and the F statistics required for inference in the model.
I will be grateful for any help in these areas.

[leema_mohan]

Sir,
in addition to the queries above I will be grateful if you could explain what the vector series MSSYSREGU and the vector series WT stand for. Also id there any way for me to retrieve the filtered and the smoothed probabilities
Thanks in advance.