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

st: Re: levinlin


From   Kit Baum <baum@bc.edu>
To   Naceur Khraief <eacnkh@hermes.ulaval.ca>
Subject   st: Re: levinlin
Date   Mon, 29 Nov 2004 14:39:25 -0500

Naceur

The "t" variable you mention is not able to be used as a time indicator: describe shows

t str5 %9s

String variables cannot be used in tsset. If you use (from SSC)

tsmktim my, start(1988m1) i(country)

Stata will create the proper time variable and panel tsset:

. tsmktim my, start(1988m1) i(country)
panel variable: country, 1 to 6
time variable: my, 1988m1 to 2003m11

The real problem with your lnQ variable is that it is a constant over countries:

. tabstat lnQ, by(country) stat(mean sd min max)

Summary for variables: lnQ
by categories of: country

country | mean sd min max
---------+----------------------------------------
1 | 13.09589 .2453448 12.64071 13.60677
2 | 13.09589 .2453448 12.64071 13.60677
3 | 13.09589 .2453448 12.64071 13.60677
4 | 13.09589 .2453448 12.64071 13.60677
5 | 13.09589 .2453448 12.64071 13.60677
6 | 13.09589 .2453448 12.64071 13.60677
---------+----------------------------------------
Total | 13.09589 .2448085 12.64071 13.60677
--------------------------------------------------

You cannot do a panel unit root test on one series repeated six times -- the whole notion of the test is that it should take account of the similar variation across units of the panel, but if that variation is identical, the test breaks down. I will see about trapping that condition with a more informative error message, but to date no one else has tried to do this.

Thanks
Kit

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Nov 29, 2004, at 2:19 PM, Naceur Khraief wrote:


Dear professor

The time variable is "t" : 1988m1 to 2003m11.

Best,

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index