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如下:code_drug是药品编号,month是60个月,声明面板数据后
xtgcause检验药品的DDDs和intern(政策干预前为0,干预后为1)的关系,为什么什么都估计不出来,也没有报错。不管换什么变量都估计不出来…… 江湖救急,求大佬不吝赐教
xtset code_drug month
panel variable: code_drug (strongly balanced)
time variable: month, 1 to 60
delta: 1 unit
xtgcause DDDs inter, lag(1)
Dumitrescu & Hurlin (2012) Granger non-causality test results:
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Lag order: 1
W-bar = .
Z-bar = . (p-value = .)
Z-bar tilde = . (p-value = .)
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H0: inter does not Granger-cause DDDs.
H1: inter does Granger-cause DDDs for at least one panelvar (code_drug).