Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: problem with Levin-Lin-Chu test and the Im-Pesaran-Shin test in stata 12


From   sabbas gidarokostas <sabbasgidarokostas@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: problem with Levin-Lin-Chu test and the Im-Pesaran-Shin test in stata 12
Date   Sun, 17 Jun 2012 22:53:36 +0100

Dear Statalisters,

I have a balanced panel data set with no missing observations (T=7, N=11 )
I use Stata 12 and i am trying to apply 2 panel unit root tests: the
Levin-Lin-Chu test and the Im-Pesaran-Shin test. But the output is

xtunitroot llc var, lag(aic 8) trend
no observations
r(2000);

I use the usual commads
sort id year
tsset id year


I searched the stata archive but although this problem has been
mentioned before, I still can not find any solution. As I said I have
a balanced panel and no missing observations. the time period is from
2002-2008

Any suggestions?

thanks in advance
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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   |   Site index