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st: levinlin


From   baum <baum@bc.edu>
To   StataList <statalist@hsphsun2.harvard.edu>
Subject   st: levinlin
Date   Tue, 18 Feb 2003 07:03:21 -0500

Vincent wrote
>
> 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-?

levinlin, unlike some other panel unit root tests, requires a balanced
panel. If you have missing data in x for some units for a given year, you
should exclude that year with if or in.

Kit
________________________________________________________________________
Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
baum@bc.edu                              http://fmwww.bc.edu/ec/baum.php
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