Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Newey west


From   Jared DeLisle <rjd1867@fsu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Newey west
Date   Wed, 10 Dec 2008 09:12:30 -0500

I've had this problem when I have panel data of firms over time (say monthly data), and there is one month missing from the sample. I get around the problem in the following manner. Say the firm variable is "firm" and the monthly time variable is "date". Then:

egen date_count=group(date)
tsset firm date_count

This creates a continuous variable for the date with no skips. Keep in mind I'm a novice myself, so there may be a better way, but this works for me.

Jared

Alice wrote:
Hi,

I am trying to use the command -newey- using panel data and I include fixed effects. However this does not work (Stata tells me that my year variable is not regularly spaced).

Any suggestions? What does the error message mean? My sample is however balanced over time so I have the same number of observations in each year.

Thanks, Alice.


*
*   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/

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index