Expected unit-level statistics for xtmvardlurt_multivariate_testdata.csv (computed independently in Python). The statistics (T, p, q, t-stat, F-stat) are deterministic: Stata output must match to about 3-4 decimals. Bootstrap p-values / critical values are random and are NOT listed. Import with: import delimited using xtmvardlurt_multivariate_testdata.csv, clear then xtset id t A) xtmvardlurt_multivariate y x1 x2 x3, fixlag(1 1) case(3) reps(99) units unit T p q t-stat F-stat 1 40 1 1 -2.0124 1.0216 2 40 1 1 -3.1930 1.7106 3 40 1 1 -2.6447 2.8319 4 40 1 1 -4.9674 4.8266 5 40 1 1 -3.9819 3.8228 6 40 1 1 -2.8285 4.0313 7 40 1 1 -2.7498 2.4049 8 40 1 1 -2.8112 2.5704 B) xtmvardlurt_multivariate y x1 x2 x3, maxlag(2) ic(bic) case(3) reps(99) units unit T p q t-stat F-stat 1 40 0 0 -2.0627 1.0825 2 40 0 0 -3.1267 1.6967 3 40 0 0 -4.0015 4.7222 4 40 0 0 -6.6134 4.9680 5 40 1 0 -5.0157 6.1958 6 40 0 0 -1.1885 3.0011 7 40 1 0 -3.4263 3.7160 8 40 1 0 -3.0005 2.5285 C) xtmvardlurt_multivariate y x1 x2 x3, maxlag(2) ic(aic) case(3) reps(99) units unit T p q t-stat F-stat 1 40 0 0 -2.0627 1.0825 2 40 2 0 -3.7314 2.4564 3 40 0 0 -4.0015 4.7222 4 40 0 0 -6.6134 4.9680 5 40 2 2 -4.6994 6.7192 6 40 1 1 -2.7185 4.4012 7 40 1 0 -3.4263 3.7160 8 40 1 2 -2.1154 1.7500 D) xtmvardlurt_multivariate y x1 x2 x3, fixlag(1 1) case(4) reps(99) units unit T p q t-stat F-stat 1 40 1 1 -2.9079 1.9700 2 40 1 1 -2.8247 1.2481 3 40 1 1 -2.6480 2.1346 4 40 1 1 -4.7784 3.4905 5 40 1 1 -3.7301 2.7740 6 40 1 1 -2.6655 4.0753 7 40 1 1 -2.7159 1.7620 8 40 1 1 -5.6500 7.9131 E) xtmvardlurt_multivariate y x1 x2 x3, fixlag(1 1) case(5) reps(99) units unit T p q t-stat F-stat 1 40 1 1 -2.9079 2.1406 2 40 1 1 -2.8247 1.4556 3 40 1 1 -2.6480 1.2497 4 40 1 1 -4.7784 2.9294 5 40 1 1 -3.7301 0.6095 6 40 1 1 -2.6655 3.7879 7 40 1 1 -2.7159 0.6293 8 40 1 1 -5.6500 10.4519