頑健な推定方法（プログラム）

#delimit ;
insheet using c:\doc\comp\stata\chow.csv, clear;
log using c:\doc\comp\stata\robust.log, replace;
gen year=1965+_n-1;tsset year;
regress cp yd;
dwstat; /* Durbin Watson Test */
hettest;/* Cook-Weisberg test for heteroskedasticity */
ovtest; /* Ramsey RESET 4 */
prais cp yd; /* Iterative GLS */
regress cp yd, robust; /* White Robust SE */
newey cp yd, lag(0) ;   /* No Autocorrelation in Error */
newey cp yd, lag(2);    /* 2nd order autocorrelation in Error */
log close