Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

[no subject]


From   Christine Dwane <dwanec@tcd.ie>
To   statalist@hsphsun2.harvard.edu
Date   Fri, 10 Mar 2006 21:29:38 +0000

I need to have newey west standard errors, not in a panel data context (i.e.
setting the time and panel variables
with "sort" and "tsset" commands), but with a pooled ols estimator.

So I try to do this by reading in the panel data set without setting the time
variable using tsset. I tried to use the command "newey indepvar depvar, lag(4)
force" but it won't work and I was just wondering if there is another way to get
the newey s.e. with this,



*
*   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/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index