Pb with LIPRF stat 18.5

[Ben Afly]

Hello! I want to use lpirf with STATA 18.5, but I have error message. My colleague uses the same dataset and same command, and it works, while i get the following message:
lpirf d.lypc tempnoaa_shocks, lags(1/4) step(10)
sample may not include multiple panels
r(459);

Then I look at lpirf i get this:
ssc describe lpirf
ssc describe: "lpirf" not found at SSC, type search lpirf
(To find all packages at SSC that start with l, type ssc describe l)
r(601);

Any idea please?

thank you
Best
Ben

[Nick Cox]

There are two distinct issues here.

1. lpirf is an official Stata command and it's part of Stata 18.50. Not only is there no need to install the command from elsewhere, there is no scope to do that any way. There isn't a version outside official Stata.

2, I have not used the command but your error message explains the problem. Whether it makes sense to apply the method to individual panels I can't say.

I am at a loss to follow why you looked on SSC when the problem is not that you don't have the code but is explained otherwise. ssc is only about packages in the SSC site; it's not a general command that tells you about all other commands,

I have to guess that your colleague is doing something different enough to be correct.