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.
I don't know much about this, but I can note that -newey2- includes the
command
