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| From | Jeremy Kronick <jeremykronick@hotmail.com> |
| To | Statalist <statalist@hsphsun2.harvard.edu> |
| Subject | st: re: error message using varlmar command |
| Date | Thu, 18 Oct 2012 19:22:33 -0400 |
Hi, 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? Thanks,Jeremy * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/