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st: Inconsistency with the 5 year avarage panel data set


From   ilker kaya <kayailker@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Inconsistency with the 5 year avarage panel data set
Date   Wed, 26 Apr 2006 12:23:39 -0700 (PDT)

Dear All,

I have a panel data-time series data set between years
1960-2002. I am taking 5 yaer avarages and running the
FE regreession. However each time the result is
changing. I checked the do file and it seems everthing
is fine. When I run the same regressions with yearly
data there is no such problem. Is any of you
experienced a similar problem previously. Thank you in
advance.
Regards,

ilker Kaya

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