newey corrects only the standard errors of the coefficients. it does not affect the R2, which can be obtained by a normal OLS commad, e.g. reg.
Cheers,
Justina
Nazaria Solferino <[email protected]>
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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