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]
Re: st: newey2, F
From
richard boylan <[email protected]>
To
[email protected]
Subject
Re: st: newey2, F
Date
Fri, 19 Mar 2010 11:32:07 -0500
I looked at that first, and I must be missing something really obvious
because I could not find an option for Newey-West standard error in
xtivreg2.
(ivreg2 has that option, but I could not figure out how to use ivreg2
to give me pooled panel estimates).
On Fri, Mar 19, 2010 at 11:23 AM, Kit Baum <[email protected]> wrote:
> <>
> With all deference to David Roodman's -newey2-, I suggest you use xtivreg2 (which requires ivreg2 and ranktest) from SSC rather than newey2, as xtivreg2 has more complete capabilities with regard to weak instrument tests.
>
> Kit
>
> Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>
>
> *
> * 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/
>
*
* 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/