Thanks for your response. Is there any reason why the
two commands (ivreg2 and newey2) would produce
different standard errors? I would have thought that
.ivreg2 y x1 x2 (x3=z), bw(6) robust
would have generated the same standard errors as:
.ivreg y x1 x2 (x3=z)
.newey2 y x1 x2 (x3=z), lag(6) t(time)
but when I tried it on a sample data set the two
generated different sets of s.e. Any ideas?
Thanks again,
jon
__________________________________
Do you Yahoo!?
All your favorites on one personal page � Try My Yahoo!
http://my.yahoo.com
*
* 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/
