sungmoo 发表于 2012-6-28 03:58 
*或者
g i=mod(_n-1,9)+1
g j=int((_n-1)/9)+1
版主,我想请教您xtunitroot命令的一个例子
为何下面的两种实现结果不一致?
Method 1:
webuse pennxrate
xtunitroot llc lnrxrate if year>=1975, lags(aic 10) kernel(bartlett nwest)
RE1:
Levin-Lin-Chu unit-root test for lnrxrate
-----------------------------------------
Ho: Panels contain unit roots Number of panels = 151
Ha: Panels are stationary Number of periods = 29
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 10 lags
LR variance: Bartlett kernel, 3.67 lags average
(chosen by Newey-West)
------------------------------------------------------------------------------
Statistic p-value
------------------------------------------------------------------------------
Unadjusted t -21.0454
Adjusted t* 10.4283 1.0000
------------------------------------------------------------------------------
Method 2:
webuse pennxrate
keep if year>=1975
xtunitroot llc lnrxrate , lags(10) kernel(bartlett nwest)
Levin-Lin-Chu unit-root test for lnrxrate
-----------------------------------------
Ho: Panels contain unit roots Number of panels = 151
Ha: Panels are stationary Number of periods = 29
AR parameter: Common Asymptotics: N/T -> 0
Panel means: Included
Time trend: Not included
ADF regressions: 10 lags
LR variance: Bartlett kernel, 3.93 lags average
(chosen by Newey-West)
------------------------------------------------------------------------------
Statistic p-value
------------------------------------------------------------------------------
Unadjusted t -34.2127
Adjusted t* -7.9811 0.0000
------------------------------------------------------------------------------