st: Re: newey2 vs ivreg2

[Kit Baum <baum@bc.edu>]

But in including robust to get H-AC std errors you took out the -small- 
option, so you're comparing t-stats with z-stats.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Jan 14, 2005, at 2:33 AM, Clive wrote:


> . ivreg2 growthpc trade fdi unem left spend captax labtax, bw(2) robust
>
> OLS regression with robust standard errors
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/