Please post your tag synonym suggestions as new answers in this thread, one answer per suggestion. Upvote answers where you believe that the suggested tags should be made synonyms, and downvote answers where you believe the tags should remain separate. Well upvoted suggestions will be eventually implemented by the moderators (and then the corresponding answers will be deleted).
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:
[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.
Do we really need two tags for
[nonparametric]? I propose that we have a single tag that covers both.
Given that existing usage has favored Updated suggestion: We create a new tag and map both of the original tags to it. To wit:
np, we could make that the master, but also update the excerpt / usage guidance and full wiki.
[nonparametric]1,290 threads, an excerpt & wiki
[parametric]252 threads (of which 95 have both), an excerpt, but no wiki
The current excerpts are,
Procedures that rely on relatively few assumptions about underlying probability distributions.
Statistical models described by a finite number of real-valued parameters. Often used in contrast to non-parametric statistics.
I'm certainly open to discussion about the new excerpt / usage guidance, but the kind of thing I have in mind might be:
Use this tag to ask about the nature of nonparametric or parametric methods, or the difference between the two. Nonparametric methods generally rely on few assumptions about the underlying distributions, whereas parametric methods make assumptions that allow data to be described by a small number of parameters.
Note that this excerpt has 312 characters, which is longer than the typical excerpt, but well within the limits, and would not be the longest excerpt, even among the top tags.