Date: Wed, 23 Feb 2005 14:40:41 -0500
Reply-To: Stephan Golla <stephan.golla@ARCOR.DE>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: Stephan Golla <stephan.golla@ARCOR.DE>
Subject: SPSS: Time Series Regression with Newey-West standard errors
Are there any possibilities in SPSS to run time series analysis by
regression with Newey-West standard errors? I used stata to calculate the
impact of an IV on a DV from 1997 (quarterly) till 2004. But got a little
bit confused by the stata output. o.k. I know the coefficients. But how can
I calculate the strenght of association and power? Stata did not provide a
R-square. Or is R-square in that context simply nonsense?
Many thanks in advance.