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Re: st: newey2, F


From   richard boylan <richardtb25@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: newey2, F
Date   Fri, 19 Mar 2010 11:32:07 -0500

I looked at that first, and I must be missing something really obvious
because I could not find an option for Newey-West standard error in
xtivreg2.

(ivreg2 has that option, but I could not figure out how to use ivreg2
to give me pooled panel estimates).

On Fri, Mar 19, 2010 at 11:23 AM, Kit Baum <baum@bc.edu> wrote:
> <>
> With all deference to David Roodman's -newey2-, I suggest you use xtivreg2 (which requires ivreg2 and ranktest) from SSC rather than newey2, as xtivreg2 has more complete capabilities with regard to weak instrument tests.
>
> Kit
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
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