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

2009-12-14 Thread Achim Zeileis
8.6762170 0.0853216 101.6884 9.67e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 -Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Achim Zeilei

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

2009-12-14 Thread Bender, Marina
l 8.6762170 0.0853216 101.6884 9.67e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 -Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Achi

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

2009-12-14 Thread Achim Zeileis
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, data=HU_

[R] Problem with coeftest using Newey West estimator

2009-12-14 Thread Bender, Marina
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)

[R] Problem with coeftest using Newey West estimator

2009-12-10 Thread Bender, Marina
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.

[R] Problem with coeftest using Newey West estimator

2009-12-10 Thread Bender, Marina
> 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: > >