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st: re: newey, F

From   Kit Baum <>
Subject   st: re: newey, F
Date   Fri, 19 Mar 2010 17:42:52 -0400


Thanks, I incorrectly assumed that ivreg2 could not be used with panel data.

It can be used in that context if you are not concerned about unobserved heterogeneity. You shouldn't use the bw(auto), though; we probably should disable that option when the data are a panel. But explicitly choosing an appropriate bw() should work fine.

Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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