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).
Perhaps one could argue for some slight difference in meaning, but looking at the threads tagged with these two tags I cannot notice any systematic difference.
This suggestion is triggered by this great thread: Is p-value a point estimate?
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.
"Nonlinear" is a confusing tag name with unclear scope, but its wiki excerpt says:
models which are not linear, ie models with parameters that are not coefficients. See https://en.wikipedia.org/wiki/Nonlinear_regression
and most threads indeed seem to be about nonlinear regression, or closely related. Hence my suggestion.
Rather oddly, we have tags for both stationarity and non-stationary. I can't see why we need both. I suggest we make
[n-s] a synonym of
[s]. (I acknowledge this is rather ironic, since they are clearly antonyms, but I think they can be considered 'synonyms' within the context of how that term applies to tag relationships within the SE system.)
[stationarity]has 537 threads right now, with a good excerpt and full wiki
[non-stationary]has 229 threads (of which 95 also have
[s]), with good a excerpt and wiki as well