Re: st: problem with Levin-Lin-Chu test and the Im-Pesaran-Shin test in stata 12

[Richard Hayes <richardhayes100@gmail.com>]

I suspect the problem is that each of the panels has only 7 observations 
yet a maximum lag of 8 has been specified.

Richard

On 18/06/2012 7:53 AM, sabbas gidarokostas wrote:
> Dear Statalisters,
>
> I have a balanced panel data set with no missing observations (T=7, N=11 )
> I use Stata 12 and i am trying to apply 2 panel unit root tests: the
> Levin-Lin-Chu test and the Im-Pesaran-Shin test. But the output is
>
> xtunitroot llc var, lag(aic 8) trend
> no observations
> r(2000);
>
> I use the usual commads
> sort id year
> tsset id year
>
>
> I searched the stata archive but although this problem has been
> mentioned before, I still can not find any solution. As I said I have
> a balanced panel and no missing observations. the time period is from
> 2002-2008
>
> Any suggestions?
>
> thanks in advance
> *
> *   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/
*
*   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/