ExampleCodeOLShac - Revision history

Admin at 00:01, 20 November 2012

2012-11-20T00:01:02Z

Admin: /* OLShac.m */

2012-11-06T14:30:17Z

‎OLShac.m

Admin: /* hac_estimators.m */

2012-11-02T22:11:09Z

‎hac_estimators.m

Admin at 22:06, 2 November 2012

2012-11-02T22:06:20Z

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Admin at 21:33, 2 November 2012

2012-11-02T21:33:47Z

Admin: Created page with "Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are ..."

2012-11-02T20:47:56Z

Created page with "Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are ..."

New page

Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are White standard errors and Newey-West standard errors.

@@ Line 149: / Line 149: @@
 As we are testing the size of the tests (testing a correct null hypothesis) you can see that the empirical sizes are closest to the nominal sizes (0.05 and 0.01) for the t-test using the Newey-West standard errors.
-== OLShac.m ==
+== <div id="OLShacm">OLShac.m </div>==
 This is a function that estimates a linear model with OLS. The results are all returned in a structure. Save this as a new function file called <source enclose="none">OLShac.m</source>.

@@ Line 201: / Line 201: @@
 [n,k] = size(x);        % sample size - n, number of explan vars (incl constant) - k
-xxi   = inv(x'*x);      % Note that this is the inefficient way of calculating
+xxi   = inv(x'*x);
-                        % the inverse of x'*x, but as xxi is required later for
 n     = n;
 b     = xxi*x'*y;

@@ Line 135: / Line 135: @@
 end
 </source>
 == OLShac.m ==

← Older revision		Revision as of 21:33, 2 November 2012
Line 1:		Line 1:
	Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are White standard errors and Newey-West standard errors.		Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are White standard errors and Newey-West standard errors.
		+
		+	== OLShac.m ==
		+
		+	This is a function that estimates a linear model with OLS. The results are all returned in a structure.
		+
		+	<source>
		+
		+	</source>