Hi community,
I am trying to test whether the two beta coefficients CSV from two different regressions are significantly different from each other with a t-test.
this is what I have so far:
newey ret_av12 CSV, lag(1)
est store n1
newey ret_av12 CSV IP1 int1, lag(1)
est store n2
suest n1 n2
test [n1_mean]CSV=[n2_mean]CSV
I get the following error:
n1 was estimated with a nonstandard vce (Newey-West)
Does anyone know how to solve this error?
I am trying to test whether the two beta coefficients CSV from two different regressions are significantly different from each other with a t-test.
this is what I have so far:
newey ret_av12 CSV, lag(1)
est store n1
newey ret_av12 CSV IP1 int1, lag(1)
est store n2
suest n1 n2
test [n1_mean]CSV=[n2_mean]CSV
I get the following error:
n1 was estimated with a nonstandard vce (Newey-West)
Does anyone know how to solve this error?
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