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| From | Khabara <kirphantom@yandex.ru> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: NW st. errors with -ivreg2- |
| Date | Sun, 27 Mar 2011 11:09:58 -0700 (PDT) |
Dear all, I am trying to calculate NW st. errors using -ivreg2-. I run the following 2 regressions: *reg y x1 x2 x3 x4 x5 *predict fitted_y *newey z fitted_y, lag(12) and *ivreg2 z (y = x1 x2 x3 x4 x5), bw(13) robust The problem is that HAC s.e.'s of the slope coefficient are appreciably different in the two cases. Any ideas why this is? Thank you! -- View this message in context: http://statalist.1588530.n2.nabble.com/NW-st-errors-with-ivreg2-tp6212792p6212792.html Sent from the Statalist mailing list archive at Nabble.com. * * 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/