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st: Levin-Lin-Chu unit root test for panel data


From   Vincent <sschen_99@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Levin-Lin-Chu unit root test for panel data
Date   Mon, 17 Feb 2003 10:45:06 -0800 (PST)

Dear STATA users,

I am wondering if anyone has used the -levinlin- by 
Kit Baum and Fabian Bornhorst?

The variable I investigated is x.
I got the message as follows:

>Levin-Lin test for x  Deterministics chosen: constant
>
>Number of gaps in sample:  1
>sample may not contain gaps
>invalid syntax
>r(198);

However, before applying -levinlin-, I used tsreport
to check my data set, the result is:

>tsreport if x ,report0 panel
>Number of gaps in sample:  0

I am totally lost.

My data contains missing data in x, I don't know
wether it is the reason that I failed to apply
-levinlin-?

Thanks a lot,

Vincent

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