Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: A Question Regarding -xtunitroot-
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: A Question Regarding -xtunitroot-
Date
Sat, 8 Sep 2012 19:55:21 -0500
1. There are no pvalues when the noconstant option is used in
-dfuller-, therefore is nothing for -xtunitroot fisher- sum.
2. There is no fixed effect constant (such produced by -xtreg, fe-)
because each panel is analyzed separately.
Scott
On Sat, Sep 8, 2012 at 12:01 AM, Yuval Arbel <[email protected]> wrote:
> Dear Statalisters,
>
> I used the command -xtunitroot- to test for unit roots in all panels
> and ran Fisher-Type tests.
>
> The problem is that I would like to suppress the constant generic
> fixed effect terms (by -noconstant-). This possibility is not
> available for Fisher-Type tests.
>
> I tried other tests, which have the -noconstant- option, but the
> problem is that my panel is unbalanced, and these tests cannot be
> performed on an unbalanced panel.
>
> The question is can I do something about it? can I at least run a test
> to see whether these generic fixed effect terms are equal to zero?
>
> --
> Dr. Yuval Arbel
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/