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st: RE: : "year not regularly spaced" and newey


From   M Quagliariello <mq102@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: : "year not regularly spaced" and newey
Date   Fri, 26 Mar 2004 11:25:33 -0000

Dear Justina,
I think Newey is only suitable for time series.
Newey2 is the user-written extension for panel data.
Mario

---------
Dear Statalisters,

may be someone can help me with the following (hopefully small and easy)
problem: 

I have a panel with 26 panel units and a time variable from 1 - 19 (
1984 to 2001, respectively). 
I have tsset-ed the data and tried to run the following regression

newey logKrimrate1a ........... year1986 - year1997 if year > 1985 &
year < 1999 , lag(1)

which resulted in the message:

"year is not regularly spaced"

There are some missing values in my dataset, but not for the time period
under investigation (1986 - 1998). year1986 - year1997 are time dummies.

This message occurs independently of if I use a year variable (1984 -
2001) or a time period variable running from 1 to 19.
If I use newey2 ( instead of newey), however, a regression result is
displayed.

So my question is, why does this message above occur ????
Or is 'newey' inappropriate for panel data ?


Yours sincerely,

Justina

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