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Re: st: Newey estimations
On Thu, 3 Aug 2006, Clive Nicholas wrote:
Does somebody knows what is the exactly procedure Stata
follows to test parameters under linear reg. with Newey-West
std. errors estimators?
Why use a wimpish, water-pistol version of OLS Newey-West in
Stata when you can use a OLS Newey-West package that's
chock-full with AK47s, Desert Eagles and Kalashnikovs? An
example:
<snip>
Total (centered) SS = 9359943.917
These 10-digit, "smart-bomb" results are verified using
multiple-precision arithmetic, I trust?
Allin Cottrell
Wake Forest University
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