| |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Re: to check the significance of the coefficient
Nothing is wrong with your data. If the data are a panel of 10
countries and 15 years, then the second form of tsset
tsset country year
is correct, and you cannot tsset the data as a single time series,
because it is not. levinlin will ONLY work with panel data, A
meaningless yet illustrative example you can run yourself:
. webuse grunfeld,clear
. tsset
panel variable: company (strongly balanced)
time variable: year, 1935 to 1954
. levinlin invest,lag(2)
Levin-Lin-Chu test for invest Deterministics chosen: constant
Pooled ADF test, N,T = (10,20) Obs = 170
Augmented by 2 lags (average) Truncation: 8 lags
coefficient t-value t-star P > t
0.13103 1.764 7.87487 1.0000
.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
On Apr 21, 2007, at 2:33 AM,Keynes wrote:
When I try to set time variable, it shown that
. tsset year, yearly
repeated time values in sample
So I can not use some command such as -levinlin-.
I don't understand why I can't set only time variable because when I
use -tsset- to set both
time variable and panel id variable, it work.
tsset country Year, yearly
panel variable: country, 1 to 10
time variable: Year, 1990 to 2005
What's wrong with my data?
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/