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re: st: RE: ivreg2 with cluster and bw option

From   Kit Baum <>
Subject   re: st: RE: ivreg2 with cluster and bw option
Date   Sat, 24 Apr 2010 08:22:59 -0400

This is a bug, and we will try to get it fixed ASAP.

Note that it makes no sense to specify bw(1), as that is equivalent to lags(0) in the Newey-West estimator (e.g. -newey-). But the bug bites if you specify bw(2), etc.


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

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