Dear all,
I am trying to perform a Sasabuchi test to check whether the relation between my outcome variable (log_BERD_AUTO) and my variable of interest (log_EXPORT_AUTO) is U shaped.
However, when I run the code:
I get this error message:
Could anyone tell me what is running wrong in my code, please?
I think that my lagged variables could be the source of error, but I don't know how to fix the problem, since xtreg seems not to allow to postpone the lag instructions as in ardl model.
Many thanks in advance!
Anna
I am trying to perform a Sasabuchi test to check whether the relation between my outcome variable (log_BERD_AUTO) and my variable of interest (log_EXPORT_AUTO) is U shaped.
However, when I run the code:
Code:
xtreg log_BERD_AUTO l(1).(log_EXPORT_AUTO log_EXPORT_AUTO2) i.YEAR, r fe utest log_EXPORT_AUTO log_EXPORT_AUTO2, prefix (log_BERD_AUTO)
HTML Code:
log_BERD_AUTO:log_EXPORT_AUTO not found r(111);
I think that my lagged variables could be the source of error, but I don't know how to fix the problem, since xtreg seems not to allow to postpone the lag instructions as in ardl model.
Many thanks in advance!
Anna
