Here is my data example. For one date, I have different values of term in different quintile (quint).
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
That's why when I use tsset, the message error is "repeated time values in sample"
Code:
tsset date
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?