Your presumption seems to be that -ipshin-
is throwing up this error message. However,
a glance at the code suggests to me that
-ipshin- itself is not responsible for
that error message.
One way to make progress is to -set trace on-
and work out exactly where the error is
produced.
Nick
[email protected]
"Falko J��en"
> in the archive I found a helpful posting of Scott Merryman:
>
> http://www.stata.com/statalist/archive/2005-02/msg00264.html
>
> His code develops a numlist specification for the optimal lag
> length in the
> context of a panel unit root test such as <levinlin> and
> <ipshin>. The code
> proposed by Scott allows me to construct a local macro named
> opt_lag, which
> includes the optimal lag length for each panel. Having
> modified the code for
> my purposes (variable names and so on), I type:
>
> . levinlin migration, lag(`opt_lag')
>
> Everything works fine, which means I get some output.
> However, the following
> gives an error:
>
> . ipshin migration, lag(`opt_lag')
> too many macros
> r(920);
>
> My panel has 240 cross-sectional units. I suppose this is too much for
> <ipshin> when individual lag lengths are specified. When I
> use the code on a
> smaller panel (e.g. 20 cross-sectional units), the code also works for
> ipshin.
> My question is: Is it possible to include 240 different lag
> lengths with
> ipshin? The help file only says: "If a list of lags is
> provided (perhaps
> with a local macro), its length must match the number of
> individuals in the
> panel." This is the case in my application.
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