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st: RE: AW: year is not regularly spaced


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: AW: year is not regularly spaced
Date   Tue, 18 Aug 2009 16:27:49 +0100

Sort order is not material, if only because -tsset- would fix that. I
think the real issue is that -newey- does not support panel structure.
The error diagnostic could perhaps be improved to explain that more
clearly. 

Nick 
n.j.cox@durham.ac.uk 

Martin Weiss

-newey- does have an (undocumented?) -force- option, which would
override
the error message. But there is a point to it as you are feeding it
"1997"
three times in a row, which a time-series command cannot digest... 

Renger van Nieuwkoop

I have problems with panel date. I searched in the Statalist and found
some answers, but they didn't seem to help me.
I have the following data in long form

ktnr  year  yoh0  .... And some more variables
1	1997   23
2     1997   11
3     1997   12
1     1998   24
2     1998   12
3     1998   14

I ran the following command:
	tsset ktnr year

With the following output
       panel variable:  ktnr (strongly balanced)
        time variable:  year, 1997 to 2001
                delta:  1 unit

And then wanted to run newey
   newey yoh0 d97 d98 d99 d00 pcslaac f pcglatot steu1 parla, lag(1)

And got the message:
	year is not regularly spaced

Year is defined as  int    %8.0g and there are no missing values for all
the variables.

Why do I get this error?

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