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


From   Kit Baum <[email protected]>
To   [email protected]
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

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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