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  • Problem with F&T tests in newey west

    Hi statalist.I work with time series data and my thesis is about the effect of a health intervention on the efficiency of hospitals. Based on the articles I read, the regression model I chose is right. I ran the following codes but F & T test were not significant. What do you think about the problem?
    [numdate month mdate = dateid, pattern(YM)][list, noobs clean]

    crossid dateid effici~y mdate
    1 201103 1 2011m3
    1 201104 .89083 2011m4
    1 201105 .67241 2011m5
    1 201106 .96226 2011m6
    1 201107 .93791 2011m7
    1 201108 .70067 2011m8
    1 201109 .87219 2011m9
    1 201110 .58491 2011m10
    1 201111 .83638 2011m11
    1 201112 .66353 2011m12
    1 201201 1 2012m1
    1 201202 .95982 2012m2
    1 201203 1 2012m3
    1 201204 1 2012m4
    1 201205 1 2012m5
    1 201206 1 2012m6
    1 201207 .68553 2012m7
    1 201208 .96768 2012m8
    1 201209 .83967 2012m9
    1 201210 .75885 2012m10
    1 201211 1 2012m11
    1 201212 1 2012m12
    1 201301 .68645 2013m1
    1 201302 1 2013m2
    1 201303 .67857 2013m3
    1 201304 1 2013m4
    1 201305 1 2013m5
    1 201306 .84861 2013m6
    1 201307 .9611 2013m7
    1 201308 .91349 2013m8
    1 201309 .89032 2013m9
    1 201310 .66038 2013m10
    1 201311 .62244 2013m11
    1 201312 1 2013m12
    1 201401 1 2014m1
    1 201402 .99205 2014m2
    1 201403 .87226 2014m3
    1 201404 .7449 2014m4
    1 201405 1 2014m5
    1 201406 .74214 2014m6
    1 201407 .98742 2014m7
    1 201408 1 2014m8
    1 201409 .96351 2014m9
    1 201410 .92451 2014m10
    1 201411 .69182 2014m11
    1 201412 .83036 2014m12
    1 201501 .9626 2015m1
    1 201502 .74138 2015m2



    [di ym(2013, 02)]
    637

    [tsset crossid mdate, monthly]
    panel variable: crossid (strongly balanced)
    time variable: mdate, 2011m3 to 2015m2
    delta: 1 month

    [itsa efficiency, sing treat(1) trp(637) posttrend]
    panel variable: crossid (strongly balanced)
    time variable: mdate, 2011m3 to 2015m2
    delta: 1 month
    Click image for larger version

Name:	2018-10-04 15.24.31.png
Views:	1
Size:	81.7 KB
ID:	1464581

    Many thanks.
    Last edited by parastou amirifar; 04 Oct 2018, 07:09.
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