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From | Scott Merryman <scott.merryman@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: xtunitroot ips gives blank results |
Date | Wed, 22 Sep 2010 13:14:57 -0500 |
A couple points. First, since all the statistics are reported as missing try -set trace on- (of course, there are no pvalues reported for t-bar and t-tilde-bar, see example 4, page 536 [xt] xtunitroot). Second, the reason the command reports "(Not available)" is that your data set is unbalanced. From page 536 [xt] xtunitroot, paragraphs 2 and 3: "First, we consider the serially uncorrelated case, which xtunitroot assumes when you do not specify the lags() option.... For the case where N is fixed, IPS used simulation to tabulate “exact” critical values for the average of the ti statistics when the dataset is balanced; these critical values are not available with unbalanced datasets." The "(Not available)" result can be seen with: webuse grunfeld,clear xtunitroot ips invest drop in 1 xtunitroot ips invest Scott On Wed, Sep 22, 2010 at 11:51 AM, Ben Gilbert <bgilbert10@yahoo.com> wrote: > Thank you for your comments, Nick. > > I always look in the help file and manual first, then scour the stata-list archives on the WEB as well as other sources so as not to clutter the list with questions. In this case the manual and help files are not that helpful for this error. > > The command I typed was xtunitroot ips -depvar- > After the command runs I get a table of blank results, formatted just as the xtunitroot output should look but with no test statistics and a Not Available message where the critical values usually display. > > I'm running Stata MP 11 for windows (64-bit), and as I said I have a large unbalanced panel (N=10,000, T ranges from 52 to 292) but no missing observations. > > Any suggestions would be greatly appreciated. > Thanks in advance! > Ben * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/