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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?
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