Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: re: error message using varlmar command

From   Jeremy Kronick <>
To   Statalist <>
Subject   st: re: error message using varlmar command
Date   Thu, 18 Oct 2012 19:22:33 -0400

I am running a vector autoregression involving 6 endogenous terms and 4 exogenous terms (loan-to-value ratios) which are dummies that get a '1' when the loan-to-value ratio was at a certain level and a zero when it was not. When I run this VAR I get nice results except that when I run 'varlmar' to test for autocorrelation in the errors I get the following error message:"the exogenous variables may not be collinear with the dependent variables, or their lags"I don't understand this error message can someone help?
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index