Here is my data example. For one date, I have different values of term in different quintile (quint).
That's why when I use tsset, the message error is "repeated time values in sample"
Therefore, I cannot use newey (or newey2) to adjust Newey West standard error.
Could you please show me how to deal with problem?
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input long date float term double sprtrn float quint 12425 .013541103 .005951362 1 12425 .01908227 .005951362 2 12425 .02498053 .005951362 3 12425 .030166345 .005951362 4 12425 .05550182 .005951362 5 12425 .03056108 .005951362 . end format %td date
Code:
tsset date repeated time values in sample
Could you please show me how to deal with problem?