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st: newey-west estimation


From   Nazaria Solferino <solf73@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: newey-west estimation
Date   Wed, 1 Sep 2004 11:04:35 +0200 (CEST)

I'm doing some estimations using the "newey" command:
newey y x , lag(#);  could someone tell me why as
result there are informations only on the  F test and
not also on the R squared? How may I measure also the
R squared?

 


	

	
		
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