Dear Statalist users,
I programed calculation of HAC robust VC matrix in Mata and stored it
as Stata matrix called A using the following Mata command:
st_matrix("A", A).
I would like to keep coefficients computed by ivreg command, replace
the variance-covariance matrix computed by ivreg command with my
matrix A, and output the result in a standard table with coefficients,
standard errors, etc.
Can you suggest how can I do that?
Best,
OS
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