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st: causality test on panel data


From   "sarah smith" <sarah22209@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: causality test on panel data
Date   Fri, 04 Jun 2004 02:43:20 +0000

Hi,

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

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
test?
Thanks,
Sarah




>From: Richard Williams <Richard.A.Williams.5@ND.edu>
>Reply-To: statalist@hsphsun2.harvard.edu
>To: statalist@hsphsun2.harvard.edu
>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):    http://www.nd.edu/~rwilliam
>WWW (department):    http://www.nd.edu/~soc
>
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