https://communities.sas.com/t5/Statistical-Procedures/Newey-West-correction-of-standard-errors/m-p/356495#M18686 <P>How to determine kernels between Bartlett, Parzen, and Quadratic? I find out it determines on convergence but I can't decide it on my raw data.&nbsp;</P><P>&nbsp;</P><P>KERNEL=(PARZEN I QS丨BART, c, e)</P><P>I don't know how to determine on c,e. I find some papers says that it determines on the meaning of the data but they didn't explain it clearly. Are there some tests which can be used to solve the problem?<BR /><BR /></P> Fri, 05 May 2017 17:37:04 GMT karen8169 2017-05-05T17:37:04Z https://communities.sas.com/t5/Statistical-Procedures/Newey-West-correction-of-standard-errors/m-p/356495#M18686 <P>How to determine kernels between Bartlett, Parzen, and Quadratic? I find out it determines on convergence but I can't decide it on my raw data.&nbsp;</P><P>&nbsp;</P><P>KERNEL=(PARZEN I QS丨BART, c, e)</P><P>I don't know how to determine on c,e. I find some papers says that it determines on the meaning of the data but they didn't explain it clearly. Are there some tests which can be used to solve the problem?<BR /><BR /></P> Fri, 05 May 2017 17:37:04 GMT https://communities.sas.com/t5/Statistical-Procedures/Newey-West-correction-of-standard-errors/m-p/356495#M18686 karen8169 2017-05-05T17:37:04Z https://communities.sas.com/t5/Statistical-Procedures/Newey-West-correction-of-standard-errors/m-p/356505#M18688 <P>Since KERNEL appears in multiple procedures you may want to at least mention the procedure you are contemplating.</P> Fri, 05 May 2017 17:51:16 GMT https://communities.sas.com/t5/Statistical-Procedures/Newey-West-correction-of-standard-errors/m-p/356505#M18688 ballardw 2017-05-05T17:51:16Z