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 <[email protected]> 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
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
