Hi
I try to estimate a time series regression using a probit model and Newey West adjusted standard errors.
I use the following code based on suggestions in this post http://www.statalist.org/forums/foru...bit-regression
The output shows the results of the estimated regression. But when I try to store my results in order to draw a table showing significance (as below), I get an error message that my last estimation results are not found.
Howevere, when I estimate the model using only Newey (but no probit) , I can report the significance table
Does anyone know how to report the significance of the coefficients when estimating a probit model with Newey West standard errors, even with a different coding? I use Stata 11
Thanks for your help
I try to estimate a time series regression using a probit model and Newey West adjusted standard errors.
I use the following code based on suggestions in this post http://www.statalist.org/forums/foru...bit-regression
Code:
nwest probit recession shock, lag(4) force
Code:
nwest probit recession shock, lag(4) force estimates store model1 esttab model1, star(* 0.10 ** 0.05 *** 0.01)
Code:
newey recession shock, lag(4) force estimates store model1 esttab model1, star(* 0.10 ** 0.05 *** 0.01)
Thanks for your help
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