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 on April 23, and its replacement, is already up and running.

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

Re: st: Regressing ranked variables for causality testing

From   Nick Cox <>
To   "" <>
Subject   Re: st: Regressing ranked variables for causality testing
Date   Tue, 23 Apr 2013 12:11:39 +0100

Ranking is easy enough: see -help egen-.

What that has to do with causality tests I do not know.

Even more crucially, I think you need to spell out precisely which way
of assessing causality you have in mind, with precise names and
literature references.


On 23 April 2013 07:50, Happy Phiri <> wrote:
> I have data for 3 variables (time series data) which I would like to rank using stata, and then run a regression on rank-transformed variables in order to test for causality. How is this done in stata?
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index