Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: causality test on panel data

From   "sarah smith" <>
Subject   st: causality test on panel data
Date   Fri, 04 Jun 2004 02:43:20 +0000


I am trying to run a causality test on panel data using granger command as

granger x y,lag(2)

However, I receive an error message saying "repeated time values in sample".
Therefore, I had to collapse the data to achieve 1 observation for each
year. Is there any way that I can utilize my whole data to do causality

>From: Richard Williams <>
>Subject: Re: st: -areg- versus -xtreg, fe- (revised)
>Date: Wed, 02 Jun 2004 18:42:08 -0500
>At 12:09 AM 6/3/2004 +0100, Clive Nicholas wrote:
>>Still, the quandary of whether or not robust standard errors under FE is
>>possible remains. I notice that FE is the only model (FGLS and -areg-
>>included) that reports sensible constant values for my data, which is a
>>plus for me.
>Whenever Stata doesn't do something it normally does, like allow robust
>standard errors, I always wonder if it is because (a) it is statistically
>inappropriate, or (b) nobody has gotten around to programming it yet.
>I don't know much about XT models, but I notice that some commands (e.g.
>-xtgee-) do allow for robust standard errors, if there is any way you can
>use them instead.
>Richard Williams, Notre Dame Dept of Sociology
>OFFICE: (574)631-6668, (574)631-6463
>FAX:    (574)288-4373
>HOME:   (574)289-5227
>EMAIL:  Richard.A.Williams.5@ND.Edu
>WWW (personal):
>WWW (department):
>*   For searches and help try:

FREE pop-up blocking with the new MSN Toolbar  get it now!

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index