Quantcast
Channel: Statalist
Viewing all articles
Browse latest Browse all 73277

xtunitroot manual correction

$
0
0
To Stata Corp.
Please check Stata user manual and help file for xtunitroot

http://www.stata.com/manuals14/xtxtunitroot.pdf
in page 7

xtunitroot — Panel data unitroot tests 7
The Im–Pesaran–Shin (xtunitroot ips), Fisher-type (xtunitroot fisher), and Hadri LM (xtunitroot hadri) tests allow unbalanced panels, while the remaining tests require balanced panels

this is not correct because

Im-Pesaran-Shin test cannot have gaps in data, and
Hadri LM test requires strongly balanced data
The two tests require balanced data

I hope from Stata Corp. to correct this mistake
With my regards
Emad Shehata

Viewing all articles
Browse latest Browse all 73277

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>