stata的help中有“{}”符号的命令应该怎么填写

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在help xtunitroot的结果中有这样一串命令的提示xtunitroot fiser varname [if] [in],{dfuller / pperron},在输入这个命令时{}中的命令应该怎么输入，外面需要添加什么符号吗？ 最近在写论文 谢谢各位的帮助了！

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关键词：Stata tata Help elp xtunitroot

昏倒…您是问这个阿？
那个看帮助文件的例子就好了阿！

Fisher-type test based on ADF tests with 3 lags, allowing for a drift term in each panel

xtunitroot fisher lnrxrate, dfuller lags(3) drift

h3327156 发表于 2011-8-17 17:08
昏倒…您是问这个阿？
那个看帮助文件的例子就好了阿！

好的 谢谢了哈

hugenli 发表于 2011-8-17 17:11
好的 谢谢了哈

再请问一下，那个滞后阶数lags应该怎么确定呢？

Supose you have a variable (lnrxrate) in the file (pennxrate)
to do panel unit root on stata
just type on the command:

. webuse pennxrate

. xtset id year
       panel variable:  id (strongly balanced)
        time variable:  year, 1970 to 2003
                delta:  1 unit

. xtunitroot fisher lnrxrate, dfuller lags(3) drift

Fisher-type unit-root test for lnrxrate
Based on augmented Dickey-Fuller tests
---------------------------------------
Ho: All panels contain unit roots           Number of panels  =    151
Ha: At least one panel is stationary        Number of periods =     34

AR parameter: Panel-specific                Asymptotics: T -> Infinity
Panel means:  Included
Time trend:   Not included
Drift term:   Included                      ADF regressions: 3 lags
------------------------------------------------------------------------------
                                  Statistic      p-value
------------------------------------------------------------------------------
Inverse chi-squared(302)  P       916.1451       0.0000
Inverse normal            Z       -18.8512       0.0000
Inverse logit t(759)      L*      -19.5571       0.0000
Modified inv. chi-squared Pm       24.9892       0.0000
------------------------------------------------------------------------------
P statistic requires number of panels to be finite.
Other statistics are suitable for finite or infinite number of panels.
------------------------------------------------------------------------------

My best Regards

h3327156 发表于 2011-8-17 17:08
昏倒…您是问这个阿？
那个看帮助文件的例子就好了阿！

You are very good helper

hugenli 发表于 2011-8-17 17:14
再请问一下，那个滞后阶数lags应该怎么确定呢？

you can use
Levin-Lin-Chu test
Specifying lags(aic #) in this test requests that the number of lags of the series be chosen such that the Akaike information criterion (AIC) for the regression is minimized.
xtunitroot llc will fit ADF regressions with 1 to # lags and choose the regression for which the AIC is minimized


. xtunitroot llc lnrxrate, lags(aic 1)

Levin-Lin-Chu unit-root test for lnrxrate
-----------------------------------------
Ho: Panels contain unit roots               Number of panels  =    151
Ha: Panels are stationary                   Number of periods =     34

AR parameter: Common                        Asymptotics: N/T -> 0
Panel means:  Included
Time trend:   Not included

ADF regressions: 0.31 lags average (chosen by AIC)
LR variance:     Bartlett kernel, 10.00 lags average (chosen by LLC)
------------------------------------------------------------------------------
                    Statistic      p-value
------------------------------------------------------------------------------
Unadjusted t       -33.8991
Adjusted t*        -20.0280        0.0000
------------------------------------------------------------------------------

Gosia 发表于 2011-8-17 18:02
you can use
Levin-Lin-Chu test
Specifying lags(aic #) in this test requests that the number of  ...

thank you very much!!

Gosia 发表于 2011-8-17 18:02
you can use
Levin-Lin-Chu test
Specifying lags(aic #) in this test requests that the number of  ...

if I want to use ADF test,what should I do to find the lags?  
and which p-value is usefull in the following table?(the first one?)
                                  Statistic      p-value
------------------------------------------------------------------------------
Inverse chi-squared(302)  P       916.1451       0.0000
Inverse normal            Z       -18.8512       0.0000
Inverse logit t(759)      L*      -19.5571       0.0000
Modified inv. chi-squared Pm       24.9892       0.0000
------------------------------------------------------------------------------
thanks again!

hugenli 发表于 2011-8-17 19:46
if I want to use ADF test,what should I do to find the lags?  
and which p-value is usefull in  ...

You are welcome

My best regards