Hi statalist
As you know, newey west regression generates standard errors, and there are two codes for predict in newey postestimation : [predict stdp] and [predict residuals] .Which one of these is appropriate for testing normal distributions of data by sktest? about my data, when I use the first code, the data has an abnormal distribution, but in the second case the data has a normal distribution.
Thanks
As you know, newey west regression generates standard errors, and there are two codes for predict in newey postestimation : [predict stdp] and [predict residuals] .Which one of these is appropriate for testing normal distributions of data by sktest? about my data, when I use the first code, the data has an abnormal distribution, but in the second case the data has a normal distribution.
Thanks
