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Strictly speaking, this isn't a synonym. The Newey-West estimator is a specific instance of a robust standard error estimator. That is, this is a set-subset relation. People should feel free to disagree with this suggestion on that basis. However, I question whether they are distinct enough that people are going to want information (i.e., search for) on only one without the other. I further wonder whether there is sufficient interest to justify it: it was created in Sep 2011, and categorizes 27 questions so far, although no doubt there will be more eventually. Robust SE seems to have been created more recently (April 2014), but to have collected nearly twice as many questions.

  • [robust-standard-error] has 49 threads, with an excerpt and wiki.
  • [neweywest] has 27 threads, at least a couple of which seem to be about robust SEs more generally rather than specifically only about the Newey-West estimator per se. It had neither an excerpt nor a wiki, but I just made an excerpt suggesting people use robust SE instead.

Updated with two more potential synonyms:

$\leftarrow$

$\leftarrow$

  • [sandwich] has 17 threads, with a good excerpt and wiki. One thread has both sandwich and robSE.
  • [clustered-standard-errors] has 79 threads, with a good excerpt and wiki. The excerpt specifies that this is a subset of sandwich estimators. Three questions have both clustSE and robSE; one thread has clustSE and sandwich.

$\leftarrow$

Strictly speaking, this isn't a synonym. The Newey-West estimator is a specific instance of a robust standard error estimator. That is, this is a set-subset relation. People should feel free to disagree with this suggestion on that basis. However, I question whether they are distinct enough that people are going to want information (i.e., search for) on only one without the other. I further wonder whether there is sufficient interest to justify it: it was created in Sep 2011, and categorizes 27 questions so far, although no doubt there will be more eventually. Robust SE seems to have been created more recently (April 2014), but to have collected nearly twice as many questions.

  • [robust-standard-error] has 49 threads, with an excerpt and wiki.
  • [neweywest] has 27 threads, at least a couple of which seem to be about robust SEs more generally rather than specifically only about the Newey-West estimator per se. It had neither an excerpt nor a wiki, but I just made an excerpt suggesting people use robust SE instead.

$\leftarrow$

Strictly speaking, this isn't a synonym. The Newey-West estimator is a specific instance of a robust standard error estimator. That is, this is a set-subset relation. People should feel free to disagree with this suggestion on that basis. However, I question whether they are distinct enough that people are going to want information (i.e., search for) on only one without the other. I further wonder whether there is sufficient interest to justify it: it was created in Sep 2011, and categorizes 27 questions so far, although no doubt there will be more eventually. Robust SE seems to have been created more recently (April 2014), but to have collected nearly twice as many questions.

  • [robust-standard-error] has 49 threads, with an excerpt and wiki.
  • [neweywest] has 27 threads, at least a couple of which seem to be about robust SEs more generally rather than specifically only about the Newey-West estimator per se. It had neither an excerpt nor a wiki, but I just made an excerpt suggesting people use robust SE instead.

Updated with two more potential synonyms:

$\leftarrow$

$\leftarrow$

  • [sandwich] has 17 threads, with a good excerpt and wiki. One thread has both sandwich and robSE.
  • [clustered-standard-errors] has 79 threads, with a good excerpt and wiki. The excerpt specifies that this is a subset of sandwich estimators. Three questions have both clustSE and robSE; one thread has clustSE and sandwich.
1
source | link

$\leftarrow$

Strictly speaking, this isn't a synonym. The Newey-West estimator is a specific instance of a robust standard error estimator. That is, this is a set-subset relation. People should feel free to disagree with this suggestion on that basis. However, I question whether they are distinct enough that people are going to want information (i.e., search for) on only one without the other. I further wonder whether there is sufficient interest to justify it: it was created in Sep 2011, and categorizes 27 questions so far, although no doubt there will be more eventually. Robust SE seems to have been created more recently (April 2014), but to have collected nearly twice as many questions.

  • [robust-standard-error] has 49 threads, with an excerpt and wiki.
  • [neweywest] has 27 threads, at least a couple of which seem to be about robust SEs more generally rather than specifically only about the Newey-West estimator per se. It had neither an excerpt nor a wiki, but I just made an excerpt suggesting people use robust SE instead.