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st: RE: levinlin vs. ipshin: lag length with local macro


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: levinlin vs. ipshin: lag length with local macro
Date   Mon, 28 Mar 2005 17:28:54 +0100

Your presumption seems to be that -ipshin- 
is throwing up this error message. However, 
a glance at the code suggests to me that 
-ipshin- itself is not responsible for 
that error message. 

One way to make progress is to -set trace on- 
and work out exactly where the error is 
produced. 

Nick 
n.j.cox@durham.ac.uk 

"Falko Jen"
 
> in the archive I found a helpful posting of Scott Merryman:
> 
> http://www.stata.com/statalist/archive/2005-02/msg00264.html
> 
> His code develops a numlist specification for the optimal lag 
> length in the
> context of a panel unit root test such as <levinlin> and 
> <ipshin>. The code
> proposed by Scott allows me to construct a local macro named 
> opt_lag, which
> includes the optimal lag length for each panel. Having 
> modified the code for
> my purposes (variable names and so on), I type:
> 
> . levinlin migration, lag(`opt_lag')
> 
> Everything works fine, which means I get some output. 
> However, the following
> gives an error:
> 
> . ipshin migration, lag(`opt_lag')
> too many macros
> r(920);
> 
> My panel has 240 cross-sectional units. I suppose this is too much for
> <ipshin> when individual lag lengths are specified. When I 
> use the code on a
> smaller panel (e.g. 20 cross-sectional units), the code also works for
> ipshin.
> My question is: Is it possible to include 240 different lag 
> lengths with
> ipshin? The help file only says: "If a list of lags is 
> provided (perhaps
> with a local macro), its length must match the number of 
> individuals in the
> panel." This is the case in my application.

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