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


From   Richard Hayes <richardhayes100@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: problem with Levin-Lin-Chu test and the Im-Pesaran-Shin test in stata 12
Date   Fri, 06 Jul 2012 18:38:39 +1000

I suspect the problem is that each of the panels has only 7 observations yet a maximum lag of 8 has been specified.

Richard

On 18/06/2012 7:53 AM, sabbas gidarokostas wrote:
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
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