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| From | Khabara <kirphantom@yandex.ru> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Re: Chi-square test for the joint significance of slope coefficients |
| Date | Sat, 26 Mar 2011 09:37:17 -0700 (PDT) |
Dear Richard, Thank you for your reply and sorry for the vague question. My problem is the following: I need to calculate the Wald statistic that the slope coefficients are jointly zero. The caveat is that the chi-squared statistics should be computed with 18 Newey-West lags. Do you have any suggestions for this? Many thanks. -- View this message in context: http://statalist.1588530.n2.nabble.com/Chi-square-test-for-the-joint-significance-of-slope-coefficients-tp6205991p6210818.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/