Pvar error

[Nathalie Ahsmann]

Dear Statalisters,

I have an unbalanced panel dataset and I'd like to conduct a Granger Causality test using pvar. However, I have a problem when running a pvar command in Stata.

When I run the pvar command with the variables of interest, I get the message "derivative already defined for parameter variable in equation 2" (r 498).
I tried running the command with another variable and then it works, so I'd guess it has to do with the specific variable I used.


Could you help me solve this problem?

Kind regards,
Nathalie Ahsmann

[Alan Leal]

I might be late to actually help you, however, I encountered this problem recently and found a solution. I think it is worthy sharing for future reference for Statalist users. In my case, my variable had a relatively big name, with a lot of characters, and (un)fortunately by sheer chance, I thought about changing it to a smaller name and the error went away. I do not know yet exactly caused in the first place this error in the pvar command, but that small change in the variable name worked for me.

[Jingfang Ge]

I might be late to actually help you, however, I encountered this problem recently and found a solution. I think it is worthy sharing for future reference for Statalist users. In my case, my variable had a relatively big name, with a lot of characters, and (un)fortunately by sheer chance, I thought about changing it to a smaller name and the error went away. I do not know yet exactly caused in the first place this error in the pvar command, but that small change in the variable name worked for me.

So amazing. You help me a lot!!! Really thx for your accident.

[Stuart McLeod]

Alan Leal - thankyou!!! Can't believe it was that simple.

[Xinyu Guo]

I might be late to actually help you, however, I encountered this problem recently and found a solution. I think it is worthy sharing for future reference for Statalist users. In my case, my variable had a relatively big name, with a lot of characters, and (un)fortunately by sheer chance, I thought about changing it to a smaller name and the error went away. I do not know yet exactly caused in the first place this error in the pvar command, but that small change in the variable name worked for me.

It does work! Many thanks!