It might be easier to feed -levinlin- a list of lag numbers before you place
them in a matrix, but here is one way.
1. Convert the matrix to a series of variables.
2. Place the values of the variables into local macro
3. Use the local macro in -levinlin-
For example:
webuse grunfeld,clear
matrix A = 1,2,3,4,5,1,2,3,4,5
matrix list A
svmat A
foreach var of varlist A* {
local lags "`lags' `=`var'[1]'"
}
drop A*
disp "`lags'"
levinlin invest , lag(`lags')
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of G�lden B�d�s
> Sent: Wednesday, February 07, 2007 7:30 AM
> To: [email protected]
> Subject: st: levinlin-help
>
> Hi,
>
> I am using levinlin panel unit root method for my research. I have a
> problem while writing lag numbers.
> "levinlin variablename, lags(numlist)"
>
> Before using this method, i created a matrix (row matrix) which contains
> the optimum lag numbers for each panel and I want to insert the values
> of this matrix
> as numlist of the lags in the above syntax. However, it says
> "invalid numlist" when i put the matrix instead of numlist. How can I
> insert the values of matrix as my lags
> without writing them one by one?? I have many panels and I will also
> use this program for different datasets, that's why it takes too much
> time.
> Could you please help me?
> Thanks.
> Gulden
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