Sort order is not material, if only because -tsset- would fix that. I
think the real issue is that -newey- does not support panel structure.
The error diagnostic could perhaps be improved to explain that more
clearly.
Nick
[email protected]
Martin Weiss
-newey- does have an (undocumented?) -force- option, which would
override
the error message. But there is a point to it as you are feeding it
"1997"
three times in a row, which a time-series command cannot digest...
Renger van Nieuwkoop
I have problems with panel date. I searched in the Statalist and found
some answers, but they didn't seem to help me.
I have the following data in long form
ktnr year yoh0 .... And some more variables
1 1997 23
2 1997 11
3 1997 12
1 1998 24
2 1998 12
3 1998 14
I ran the following command:
tsset ktnr year
With the following output
panel variable: ktnr (strongly balanced)
time variable: year, 1997 to 2001
delta: 1 unit
And then wanted to run newey
newey yoh0 d97 d98 d99 d00 pcslaac f pcglatot steu1 parla, lag(1)
And got the message:
year is not regularly spaced
Year is defined as int %8.0g and there are no missing values for all
the variables.
Why do I get this error?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
