Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: NW st. errors with -ivreg2-
From
Khabara <[email protected]>
To
[email protected]
Subject
st: NW st. errors with -ivreg2-
Date
Sun, 27 Mar 2011 11:09:58 -0700 (PDT)
Dear all,
I am trying to calculate NW st. errors using -ivreg2-.
I run the following 2 regressions:
*reg y x1 x2 x3 x4 x5
*predict fitted_y
*newey z fitted_y, lag(12)
and
*ivreg2 z (y = x1 x2 x3 x4 x5), bw(13) robust
The problem is that HAC s.e.'s of the slope coefficient are appreciably
different in the two cases.
Any ideas why this is? Thank you!
--
View this message in context: http://statalist.1588530.n2.nabble.com/NW-st-errors-with-ivreg2-tp6212792p6212792.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/