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Re: st: Regressing ranked variables for causality testing


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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.

Nick
njcoxstata@gmail.com


On 23 April 2013 07:50, Happy Phiri <hapephiri@yahoo.com> 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?
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