[R] Problem with coeftest using Newey West estimator

Hi, As I didn't get a response last week, I try it again. I want to calculate the t- and p-values for a linear model using the Newey West estimator. I tried this Code and it usually worked just fine: oberlm - lm(DYH ~ BIP + Infl + EOil, data=HU_H) coeftest(oberlm, NeweyWest(oberlm, lag=2))

Re: [R] Problem with coeftest using Newey West estimator

On Mon, 14 Dec 2009, Bender, Marina wrote: Hi, As I didn't get a response last week, I try it again. I want to calculate the t- and p-values for a linear model using the Newey West estimator. I tried this Code and it usually worked just fine: oberlm - lm(DYH ~ BIP + Infl + EOil,

Re: [R] Problem with coeftest using Newey West estimator

-Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Achim Zeileis Gesendet: Montag, 14. Dezember 2009 12:42 An: Bender, Marina Cc: r-help@r-project.org Betreff: Re: [R] Problem with coeftest using Newey West estimator On Mon, 14

Re: [R] Problem with coeftest using Newey West estimator

-Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Achim Zeileis Gesendet: Montag, 14. Dezember 2009 12:42 An: Bender, Marina Cc: r-help@r-project.org Betreff: Re: [R] Problem with coeftest using Newey West estimator On Mon

[R] Problem with coeftest using Newey West estimator

Hi, I want to calculate the t- and p-values for a linear model using the Newey West estimator. I tried this Code and it usually worked just fine: oberlm - lm(DYH ~ BIP + Infl + EOil, data=HU_H) coeftest(oberlm, NeweyWest(oberlm, lag=2)) t test of coefficients:

[R] Problem with coeftest using Newey West estimator

Hi, I want to calculate the t- and p-values for a linear model using the Newey West estimator. I tried this Code and it usually worked just fine: oberlm - lm(DYH ~ BIP + Infl + EOil, data=HU_H) coeftest(oberlm, NeweyWest(oberlm, lag=2)) t test of coefficients: Estimate Std.