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Re: st: Newey-West adjusted


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Newey-West adjusted
Date   Sun, 7 Apr 2013 23:50:31 +0100

I imagine that you can get a Newey-West flavour t-test for means just
as a Newey-West flavour regression on an indicator variable.

I have no idea what a Newey-West test for comparing medians would look
like. What data generating process do you have in mind?

Nick
njcoxstata@gmail.com

On 7 April 2013 20:38, vikramfinavker1 <vikramfinavker@gmail.com> wrote:

> Can any one please guide me how do i get Newey-West adjusted ttest for
> difference in mean and median? In my data i have ten groups based on their
> extent of using derivatives. So Group 1 is with the lowest usage of
> derivatives and group 10 is highest usage of derivatives. Now i want to
> compare the mean difference of these groups.
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