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Re: st: Inconsistency with the 5 year avarage panel data set


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Inconsistency with the 5 year avarage panel data set
Date   Wed, 26 Apr 2006 16:03:41 -0400

Ilker,
Hard to know what is going on w/o more detail on the problem ("I
checked the do file and it seems everthing is fine" is not enough
detail) but I am guessing that it has something to do with your sort
order when constructing five-year averages.  What sequence of commands
are you using?
--Austin

On 4/26/06, ilker kaya <kayailker@yahoo.com> wrote:
> 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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