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Re: st: Why won't -newey2- run?


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why won't -newey2- run?
Date   Tue, 30 Mar 2004 09:49:37 +0100 (BST)

Richard,

Thanks for alerting me to -tsfill-. You'd have had every right to blast me
for _not_ knowing about it properly. After using it, this is what
happened:

. tsset id betime
       panel variable:  id, 1 to 3457
        time variable:  betime, 1 to 102

. tsfill

. newey becon clmargin, lag(1)
betime is not regularly spaced
r(198);

. newey becon clmargin, lag(1) force
no observations
r(2000);

So -newey- _still_ wouldn't run after -tsfill- (and that's without the
-full- option)! Maybe it's simply not meant to.

I never got to -set trace on-, because Justina has cleverly provided the
solution: bascially, trick -newey- by switching off -iid-. I should have
known this: I do the same thing when running -prais-.

It has occurred to me that no particular regression may be ultimately
suitable for this dataset, given that we're talking about British
by-elections. In one by-election, I could be assessing the Conservative
vote in Glasgow Govan, the next in South West Surrey: both completely
different constituencies with completely levels of Tory support. What is
really needed, therefore, is to have the previous general election vote as
the lag. I know little about the mechanics of -reg3- and -ivreg-: would it
suitable here? I don't know.

Anyway, thanks for your help, though!

C.

> I don't know much about this, but I can note that -newey2- includes the
> command
> -tsfill, full-.  Ergo, I suggest reading up on the -tsfill- command and
> figuring out if your data are violating any of its requirements.
>
> Also, if you are not sure exactly where a program is dying, it can help to
> specify -set trace on- before running it.

CLIVE NICHOLAS        |t: 0(44)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
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