All,
I'm currently having difficulties with using -newey2- in trying to fit an
OLS/Newey-West model comprising 102 sequentially-ordered by-elections.
. tsset id betime
panel variable: id, 1 to 3457
time variable: betime, 1 to 102
. newey2 becon clmargin [aw=region], lag(1) force
timevar (betime) may not contain missing values when option full is specified
r(451);
I can't understand what I'm doing wrong here, and I certainly don't
understand what "option full" means here (it's not mentioned in -whelp
newey2-). There are neither any missing values in -tid- nor in the two
x-variables you see in the example. I've also tried running it without the
weight, without -force- and by entering -in 1/102- (having -sort-ed on
-tid-, of course), but exactly the same error returns every time.
Statalisters will recall that last week, Justina Fischer posted a
reasonably similar difficulty with running -newey- (without wishing to
misrepresent her), to which -newey2- was given as the solution! I've also
tried running -newey- as well, but that hasn't worked either. The payoff
gained from unlocking the key to this, from a BLUE point of view, would be
immense.
CLIVE NICHOLAS |t: 0(44)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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