Hi All,

I am using R 2.11.0 on a Ubuntu machine. I estimated a model using "tsls"
from the package "sem". Is there a way to get Newey West standard errors for
the parameter estimates?

When estimating the model by OLS, I used "NeweyWest" from the package
"sandwich" to get HAC standard errors. But, I am not able to use the same
method with the results of the "tsls" estimation.

Any help would be appreciated.

Deepankar

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