Reporting coefficient significance : Probit and Newey-West

[Lisa Wilson]

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

nwest probit recession shock, lag(4) force

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.

nwest probit recession shock, lag(4) force  
estimates store model1
esttab model1, star(* 0.10 ** 0.05 *** 0.01)

Howevere, when I estimate the model using only Newey (but no probit) , I can report the significance table

newey recession shock, lag(4) force  
estimates store model1
esttab model1, star(* 0.10 ** 0.05 *** 0.01)

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

[Lisa Wilson]

In addition, The command

 nwest probit

shows z stats for the coefficients but not the t-stats. Is there any way to also show the t-stats?