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re: st: RE: ivreg2 with cluster and bw option
From
Kit Baum <[email protected]>
To
[email protected]
Subject
re: st: RE: ivreg2 with cluster and bw option
Date
Sat, 24 Apr 2010 08:22:59 -0400
<>
This is a bug, and we will try to get it fixed ASAP.
Note that it makes no sense to specify bw(1), as that is equivalent to lags(0) in the Newey-West estimator (e.g. -newey-). But the bug bites if you specify bw(2), etc.
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
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