Re: st: Newey estimations

[Allin Cottrell <cottrell@wfu.edu>]

On Thu, 3 Aug 2006, Clive Nicholas wrote:

> > Does somebody knows what is the exactly procedure Stata
> > follows to test parameters under linear reg. with Newey-West
> > std. errors estimators?
> Why use a wimpish, water-pistol version of OLS Newey-West in 
> Stata when you can use a OLS Newey-West package that's 
> chock-full with AK47s, Desert Eagles and Kalashnikovs? An 
> example:
<snip>

> Total (centered) SS     =  9359943.917
These 10-digit, "smart-bomb" results are verified using 
multiple-precision arithmetic, I trust?

Allin Cottrell
Wake Forest University
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