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st: RE: levinlin-help


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: levinlin-help
Date   Tue, 13 Feb 2007 08:31:06 -0600

It might be easier to feed -levinlin- a list of lag numbers before you place
them in a matrix, but here is one way.

1. Convert the matrix to a series of variables.

2. Place the values of the variables into local macro

3. Use the local macro in -levinlin-

For example:

webuse grunfeld,clear
matrix A = 1,2,3,4,5,1,2,3,4,5
matrix list A
svmat A

foreach var of varlist A* {
local lags "`lags' `=`var'[1]'"
}
drop A*
disp "`lags'"
levinlin invest , lag(`lags')

Scott


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Gülden Büdüs
> Sent: Wednesday, February 07, 2007 7:30 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: levinlin-help
> 
> Hi,
> 
> I am using levinlin panel unit root method for my research. I have a
> problem while writing lag numbers.
>      "levinlin variablename, lags(numlist)"
> 
> Before using this method, i created a matrix (row matrix) which contains
> the optimum lag numbers for each panel and I want to insert the values
> of this matrix
> as numlist of  the lags  in the  above syntax. However,  it says
> "invalid numlist" when i put the matrix instead of numlist. How can I
> insert the values of matrix as my lags
> without writing them one by one?? I have many panels and I will also
> use  this program for different datasets, that's why it takes too much
> time.
> Could you please help me?
> Thanks.
> Gulden




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